Now I am no expert on your particular Alfa, (I have 156 jtd), but I have found one or two points you may want to consider: first off K&N filters contain a lot of oil in them which may contaminate your MAF sensor, so you might want to go for a very lightly oiled pipercross or similar. 2nd, poor starting could be a MAF sensor, Crank sensor or a glow plug or two on its last legs, or even a less than perfect battery- alfas dont react well to dying battery, giving all kinds of spurious error signals: if you change it look for one that gives you highest possible cold cranking amps: diesels need a big charge on starting and a new fuel filter would be no bad thing either. There is a great thread on here on how to replace your type of inlet manifold, which has a good chance of being very sooted up (sorry, don't know how to link you to it:'puters are not my strong suit). The water pump/cambelt change was an excellent move, but check your aux belt/ pulleys/tensioners, cause if they go, they could cause havoc also. As far as oil choice goes, I always run fully synthetic Mobil one turbo diesel 0w-40, but that's just me, but then never lost an engine yet. Also I tend to change oil 3/4 times a year, anal, I know, but then I expect a lot from my cars, so they get pampered. Check out the posts re EGR valves, and remaps, I guess it all depends how far you want to go. Out of the factory, Alfas are great cars, but with a bit of tweaking, they can be superb!
I suppose the best advice to give you is find an Alfa specialist (NOT a main dealer), who can plug your car into his diagnostic examiner, so you can target any faults exactly, rather than shooting blind. It's a great way to empty your bank account! Alfapartsonline on eBay is a brilliant source for genuine Alfa parts at reasonable prices: avoid cheap pattern parts like the pox; they are more often than not false economy, and even tho they come from Poland, his shipments arrive promptly. A cd rom off eBay can give you a workshop manual, or if you prefer paper, try Mercian Manuals: not cheap, but pukka Alfa manuals. Gendan sell everything you need to turn your own laptop into a diagnostic. Sure I have forgotten something, but keep looking/ searching the forum; as the Irish say: all life is here!
Now get out there, and put some miles on her!!
Hope that helps