I don't like e tunes. Not that they are bad, or the tuners are bad, but the process of collecting data is dangerous as you are doing flat out pulls to redline. Nowhere in the states is that legal. It puts others in danger as well.
When you are on a dyno in a shop the second something starts to get bad they come out of the throttle or kill it to prevent a boom. An e tuner can't do that. It's up to you, and when you are flat out you may not hear the pinging that's blowing your ring land to pieces.
If you are going to e tune contact the tuner and only buy exactly what he says, they have worked with those parts and know how they will perform and will have the best luck not detonating your engine.
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Some good points. Your best bet is finding some private property or a track so you're not putting others at danger. As far as blowing an engine goes, personally since I drive a newer car and I'm not going for 400whp, I'm not too concerned about my engine blowing. If I were tuning for that much you'd bet a pro-tune would be my only option.
In the past on my last WRX I went the pro-tune route. Having experienced both, today honestly I prefer the e-tune. The pro-tune is definitely more convenient. You go in, let your pro-tuner do his thing and a couple hours and sick youtube vids later, you've got a fully tuned car you don't have to worry about anymore. The downside (at least in my experience with two different tuners out in CA) the appointment felt like a doctors visit. Set an appointment, get in, you get the sense your tuner is in a rush to get though your tune in order to get to the next car, and you're out the door. Any problems with the tune you discover later on, it's scheduling another appointment. From what I've noticed from e-tuning with Bren and Torqued, you're treated like a long term client. Yes, getting the actual tune dialed in right takes MUCH longer, but the end result is pretty much the same. You'd dealing with tuners who aren't pressed for time, (hopefully) great at communication, and are picky and take pride in their tunes. Once the tune is complete, any questions or issues are easily revised. Occasionally, if I feel like something isn't right down the road, I'll shoot my e-tuner a log and have him verify everything is okay.
In the end it comes down to preference. Just my $0.02.