There different levels of what people consider a tune
1) Mail order tune.
A mail order assumes that everything on your car is in good working order. If so, they can design a tune around a list of your modifications. This is a little misleading to most people, because most bolt on mods do not need to be tuned around for performance. A car with longtubes will can run the same tune as one without. That is just the way MAF based fuel injection works. Now once you start changing injectors adding power adders ect. this is a different story.
2) Handheld tuners
The handheld tuners allow limited changes to different parameters in the EEC. In my opinion, for a N/A car these are better than a mail order tune, since you can adjust for things as they are added, but I personally wouldn't trust them with a power adder.
3) Dyno tune.
Dyno tunes are great for tweeking the most power out of a tune, but more importantly they will uncover any problems you may be having, and give you the piece of mind knowing the tune is within safe margins. Now the problem I have with "most" dyno tunes, is that they don't datalog what is going on with the engine, and they usually only tune WOT conditions. Example: although factor MAF's are very close, the factory curve is never perfect. A WOT dyno tune would add or subtract fuel in certain rpm ranges to correct for this only under WOT, where as road tuning the MAF curve would correct the issue under all circumstances. This takes much more time to do though.
4) Road tuning (the best method)
This is the method I chose. You really only have a few options to do this. Either be in good with a tuner who will spend hours road tuning your car, or learn to do it yourself. You need the abilty to both datalog, and write to the EEC through either a chip or flash cable. You also need a wideband o2 sensor. For this your options are products SCT PRP, Tweecer, and EEC Tuner. I went with Tweecer because of the price, although SCT seems to be much easier to use. With these tools you can tune for driveabilty as well as WOT. The reason this is better, is because you tune the base sensors that the EEC depends on to make adjustments.
Now, all of these methods allow for the changing of basic scalars, like gear ratios, turning off rear o2 test, etc.