People with PMS and twEECer's seem to be happy with them, but be prepared to invest in a 1) a lap top, and 2) a lot of time learning about the EEC and how it works. You can screw up things pretty badly if you don't know what you're doing. Basically chips and self-tuners like the PMS or twEECers work the same way - the difference is that with a chip, someone else does the chip burning; with PMS or twEECer YOU become the chip burner.
I would not buy a mail order chip. You simply don't know what you're getting. I'd only use a chip if you have someone you can physically take the car to. That way you/the chip burner can drive the car to see how the changes work, and make adjustments. You can change the timing curvers, fuel curves, idle speed, you can input the transfer function of your maf for perfect maf/ecu interface (a BIG source of error on a lot of cars), you can alter cold start parameters, you can turn off emissions functions like thermactor and egr, it's almost limitless what can be altered. But as you might imagine - it takes lots of time and patience to know what to alter and how much to alter it.