I agree. i used to have an XR2i (mk3) and now have a GT TDi - the oil burner is not much slower than my old fester was. I now travel about 350-400 miles a week for work so economy was utmost important. The tuning I had done to my XR2i made me get mid20mpg - the diesel doesn't drop below 50mpg (according to the fuel computer). I average about 500 miles to a tank of diesel that costs me ?41.
The tuning boxes are a simple resistor circuitry jiggery pokery, they just plug and play. What they do is adjust the fuelling to make the car more powerful in acceleration. Instant performance gain, however this does come at a price by reducing the LONG term reliability of your engine.
If you can afford it, a re-map is a far better, bigger and safer gain. although substantially more expensive.
Pound for pound, a diesel will provide FAR more performance gains than a petrol enigne.
I rememebr Max Power done a comparison of a 1.8T and a GT TDi - both 150 bhp standard. they doen rolling roads on both standard, with an induction kit, performance exhaust, and a re-mapped ecu. The diesel pissed all over the petrol car. it had something like 202bhp and (I think) about 230+lb.ft of torque. (Torque is more important than big bhp in diesels).
BUY an oil burner - and try Tesco.com for insurance. (or Privelige - I've got 6 points last year, and my insurance only went up ?60)