It kinda depends on how you use the truck. I'm a firm believer in gearing as low as is practical with a 6.2...it keeps them from feeling like complete dogs.
Currently at 65 mph your 6.2 is spinning at about 2550 rpm. It should have plenty of power geared the way it is, but won't return the optimal fuel economy. 37's will drop the rpms to 2420 at the same speed and will likely increase your fuel mileage by about 1 mpg.
My truck runs in the same rpm range (4.56's and 39.5's, 2520 rpm @65) and I like it for around town. On the freeway it's loud and you'll almost never find me in the fast lane. My mileage is about 16.5 steady freeway though.
The next gearing option for you is 4.56 and IMO this would make the freeway misery for you. Even with the 37's it'll be turning at 2700 rpm.
Rene