Tuning Question

Depends on what your going to do to the car. Keep it stock and both the predator and SCT have tunes built in. If you get a CAI you'll need a tune specific for the brand, each is different. Check out http://jlttruecoldair.com/products.php?make=Ford&model=Mustang GT&year=2005, he can provide either tuner.

You have to buy it. Each one is only good for one car at a time. When you put the new tune in it saves the stock tune. Until the stock tune is put back in it can only be used on that car. You can have multiple tunes in the device or saved on your PC for use later. You can also recalibrate the speedometer, shift points, etc. or modify the tune you have. The best thing to do is take your car and tuner to a dyno/tuner and have the whole system tweeked to match what you have. These cars are very sensitive to change but once you have them set up right with the proper tune they run a lot better. I went with the Steeda CAI and the predator with the Steeda tune.
This guy is very good with Fords.
http://www.runninwiththedevil.com/
Check around and see what you have in the local area.

Exactly, you have to buy the tuner. They mate with the car's computer and can only be used on that car. That being said you can upload any tune into the tuner. You can get a "canned" tune sent to you from a dealer online or you can go to a shop and get a custom dyno tune done. With every car responding differently the best way to go is to get a dyno tune done. Since they are not cheap my suggestion is to buy a few mods and wait to install them all at once so you can tune at once and not have to tune after each one.