In the USA tunes are pretty cheap and most tuners will update the tune for a small fee, where as here is Australia a tune can cost you $1000.
I bought efi live a year and half ago, and it was money well spent. Its a huge learning curve with efi live. But its nice to drive around with your controller and see what your engine is doing.
Now I just have to learn how to tune with a wideband.
And as long as you make small changes at time, your engine should be safe.