If you're a GM guy it all depends on price range.
If you want something cheap but don't mind spending some money on it slowly after purchase the GMT 400 (88-99) Pickups are a great choice. They ran a 6.5L that is a Detroit Diesel design and while they get a bad rep as long as you attend to some design issue they are stone cold reliable and get astounding gas mileage. Like I'd mentioned I run a 6.5L Turbo Diesel in my '94 Suburban that was an original "no emissions" truck and get roughly 16-18mpg average around town and 14ish towing, the highway mileage is over 20 unladen. Mine has 240k miles on it, when I bought it as an old-neglected farm truck it obviously hadn't led an easy life so I spent a little bit time cleaning it up and then did a few upgrades. These trucks have known cooling system issues so I cleaned the radiator fins, put a higher volume water pump in, put a AC Delco thermostat in, sourced a high-output thermostatic fan clutch and am running a later model Duramax fan. I am also running a relocation kit to keep my injector driver cooler along with two-stroke oil on fillups to keep the injection pump alive with modern diesel. I have a real light chip on the truck and while it's not "fast" it'll more than put me back in the seat, will tow anything I ask it to and STILL gets good mileage.
If you've got more money the Duramax is a great if not slightly less popular (among the big 3) modern choice. The early Duramax's up until mid '04 had cylinder head and injector issues so I'd go '05 or newer unless the heads and injectors have been upgraded to later or aftermarket parts. The '05 and up Duramax trucks are as indestructible as anything on the market, in-fact I've got a family members on our lot right now on consignment with 38xK miles on it that runs like a top and we've had them with as high as 450K miles. The Duramax trucks from '05 on can be made to tow as well, make as much power as and get better gas mileage than the late model Ford/Cummins trucks and the remainder of the vehicle is still GM stuff so it's easy to service.
If you're considering a 6.5L or Duramax truck thedieselplace.com is a great source for buyers guides and information related to the long-term viability of these trucks. Keep in mind GM has been building the 6.5L engine since '88 and it is still in production today as a military and industrial motor (H1 Hummers run 6.5Ls) so it's no junker and the Duramax has been in steady production since '99 so it's pretty well scienced out as well.