I have an SCT Superchip and it's awesome cause it has up to 4 programable slots. The chip comes with a little cable that hooks to the chip and it has a little dial and you select the program number you want and that's it. Plus if you do put your car on the dyno they can upload the new programs right on to your existing chip! Being that you're from Calgary I know the Mustang Shop carries them there. I personally got mine from SyberSport Racing in Winnipeg.
I got mine to correct for gears at first and I was running the stock tune with gear correction, after I had like 4000km on the car I switched it to the high performance 87 octane tune. Next summer I'm gonna use the 91+ octane high performance tune. The other really neat thing mine has is one of the programs is a rev limiter program so if I leave my car somewhere where other people may drive it I can use that program and the car won't rev past 2500 RPM! No bagging on my car!! The final neat thing is that it has an immobilizer and when it's on that setting the car won't start (that one doesn't take up a slot though, so that's awesome.)
As far as performance gains I'll be curious to see if I notice a difference with the 91+ tune. I'm also hoping to get my car on the dyno at some point next summer to get some good baseline numbers and get a custom tune done up.