I recently posted my experience with a tuning box. This wasn't a cheapie, came from reputable well known maufacturer £250. I had used it on my previous JTD for a couple of months before I sold that car. Whilst on that it went quite well I was aware that it was screwing up the fuel computer by giving wildly optomistic economy figures when tested against tank to tank calculations, it would also smoke badly on hard acceleration, bit like defective EGR only mucho worso!
Ultimately this tuning box caused a rupture in my fuel rail and the fuel return manifold on my next Stilo JTD, after only 3000 miles. The fuel return manifold is a hard to replace plastic box which collects low pressure fuel from filter, pump and injector before taking back to tank. I am still waiting for a new one of these to come from Italy.
Many have seeminly used a tuning box without problem, a mate has had one on his Golf TDi for years. After much enquiring with Fiat I found out many Alfa and Fiat 1.9 and 2.4 JTD's have suffered the same expensive consqeunces of using a tuning box
For now I will lick my wounds and make do with what is still a reasonably sprightly car anyway.