Had my 406 HDi 2.2 done by Celtic last April - went from 136bhp to 192 with a silly 328lbft of torque - mid range slam is not far short of a Boxster now.
Highly recommended - and no reliability issues at all. But you will find your front tyre life compromised as there's really too much torque for a FWD car. That's why BMWs and Mercs stick to the tested and trusted RWD format.
Celtic is a truly professional outfit - their work is indetectable by dealers and other bodies as they take the car's own map and modify that rather than overwriting with a generic one. As such, all the chassis number and serial numbers do not change.
You should still tell your insurer however. Generally they're accomodating, as a re-map does not increase the thief factor because it's totally invisible.
The process took around three hours when mine was done last April and didn't even require opening the bonnet!
There's not a lot you can do with NA cars whether diesel or petrol without other Modifications but most modern turbocharged units can be made to go quite nicely. Mine's running 1.1 bar with overboost at 1.3, which is quite low really. Obviously the fuel map has been altered. It's a clever process and you don't get 30% more shove just by winding up all the parameters by 30% - that's the technique used by the plug in box cowboys - AVOID - they'll stuff your car's economy and reliability.
One caveat - if you do choose this method of tuning, make sure you stick religiously to the service schedule and use the best engine oils you can get etc. Also, don't demand full power until the engine has warmed up properly, although I think that there is some torque (boost pressure) limiting until the engine is warm. Let it idle for a minute or two before turning off, too, the turbo bearings get hot under these increased pressures and you need to oil to circulate to remove excess heat.
Otherwise, err, go and enjoy! | 
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