I've got a set on my Alloytec, keeps the engine cooler, it seems to be better with take off but that could just be in my head though.
I did get my car Dynoed but the results ain't purely the insulator, so I can't tell you the actual performance gains on my car with just the insulator. I did notice that when I installed the set that my fuel usage dropped by .1 of a litre in city driving, I'm also a bit of a lead foot though.
If you're just getting the insulators then don't worry about getting a tune unless that will be the only mod you got planned or done. A tune wouldn't hurt it though. My car isn't tuned just because I've got a few more things to do before making it worthwhile.