Here are my thoughts.  I recently purchased a tune from EuroCompulsions so that my 2015 Fiat 500 Abarth would be a little bit more fun during Autocross competition.  There is only so much horsepower you can squeeze out of an engine before you encounter troubles and Fiat has squeezed our Abarth versions pretty hard right from the factory.  Of course, there's room for making a bit more power but the question is, how much more can you extract?

At some point you will definitely shorten the life of the engine, and most of us are willing to accept that fact to one degree or another.  But I like the idea of driving home from an Autocross competition under my own power.  Therefore, I don't want to risk tossing the connecting rods onto the road when I'm 100 miles from home.

I selected a relatively mild state of tune but I also performed some modifications some of which were for performance and some of which were for longevity.  For example, I put on a high flow catted down pipe and a full 2.5" diameter exhaust system for performance reasons.  But I also added a front mounted intercooler and a fender well cold air intake system in order to keep the charge temperature down and (it is hoped) keep my valves and pistons happier.

Unfortunately, these simple modifications all seem a little bit expensive to me even though I'm not constrained by a tight budget.  If one were on a tight budget, then the decisions become more difficult.  Should you go for a very mild tune and no modifications?  Well that might be safe, but the down side is that you won't notice much performance increase, so you have to ask yourself if it isn't better to just live with what you have now.

Or, should you go for an aggressive tune without any modification, cross your fingers, and hope that everything will be OK?  Are you willing to risk of having to tow your car home someday?

Or, should a person on a tight budget rob the local liquor store to get enough money to make suitable engine modifications along with a bigger turbocharger and go for the 250hp re-map?

Only you can make those decisions. My recommendation is that you give these things careful consideration and honestly assess your personal willingness to accept the potential risks, how much power you want/need, and how much you're willing to spend.  The answers aren't easy.