All the supporting mods do is allow you to go more aggressive with the tune. Believe me, there is a huge gain between stag 1 and stage 2 plus. Around 40hp. It all depends on how far you want to take your car though.
The intake should be used with any tune. Adding an exhaust did little for me, performance wise, besides making it sound better. It did, however, remove the back pressure from the system (turbos do NOT like back pressure) and make me about 40 lbs lighter (about a 4hp gain in weight reduction).
The high you go with any tune the more in diminishing returns you will get unless you are making serious engine modifications (bigger turbo, single turbo, engine swap, etc). When you consider the price of those items though, the amount of HP we get, per $$ from a tune is outrageously cheap!
BMWCCA Member 368765
2008 BMW 535iA | Cobb stg 2+ | FBO | Meth