Yea tuning could be risky business.
For $400 you could buy a tuner, however you have to learn how to use it. If i had the time to i would have bought a tuner as my first mod.
I recommend that anyone who has the time to learn spend the money on an HP tuner and teach yourself. You don't have to pay for a new tune each time you get a new mod, you can make different tunes for different things (track, daily driving), and its highly effective to increase mpg's and 1/4 mile times. Someone even broke into the high 13's in a COMPLETELY STOCK 99 GTP with only a tune.
Their is tons of literature on tuning so people looking to learn aren't going blind. Again if you have the time, patience and like to read, buying a tuner would be your best investment.