It depends what gears you have, if they are 3:55's your power will be lacking a bit but if your not worried with about 2 mpg decrease and a little power you don't need new gears. The amount gears cost would take a lot to level out with the extra fuel you will burn.
It would help for us to know a little bit more about your truck. I don't see anything in your sig line and I'm too lazy to see if you've got anything posted in your garage.
If you're truck is an Off Road packaged truck and you've got the 4.10 gears, you'll be fine and happy. Like Mocho said, if you're running 3.55 gears, you're going to feel it at the gas pumps and at the street races against the Honda Civics.
Rather than spend $1000 - $2000 on a gear change, you could look into some "power adders" such as a cold air intake (CAI), cat back exhaust, headers, programmer, etc. It won't make up for swapping gears, but it'll help.
IF you decide to swap gears, think long and hard about what you realistically plan on doing with your truck. If these 35's are just a baby step to your 38's or 40's, then go ahead and get the steeper gears now (4.88 is a deep as you can go) so you don't wind up paying for gear installation twice.