I'd avoid plug in boxes. You cannot assume that the map in your car is currently the most powerful it can handle as cars are tuned for many reasons, such as providing sufficient safety margin to the lowest common denominator (eg quality of fuel, quality and regularity of servicing etc) and also to help differentiate between models (E46 Beemers from 323 to 335 used to all have 3L with only minor hardware differences except for the 335). My experience:
I had a 330d with 184hp. Met a chap called Colin in a carpark in Swindon. He plugged in diagnostics and tested the engine. He sent the results to his engineer in Germany whilst we went for a cup of tea. He sent back a map tuned based my engines diagnostic results - actually he sent three. Colin plugged in the most extreme map and we went for a spin to check the car was happy on it, not putting out a lot of black smoke etc. It was fine, so I stuck with the most powerful one and handed over the best 300 quid I ever spent.
The car was transformed. Lag was reduced, power was up across the range. In the old state, it would run out of puff at 4,000rpm, but it became very free after that and just kept building up to the redline. Happened to be running in convoy with a 330i after that and whilst I was still getting 40+mpg the 330i could not pull an inch on me anywhere.
Go for it, but just keep up the servicing because it does reduce the safety margins. I noticed no reduction in mpg (not using the computer, but tested by filling it up and driving my normal commuter route, just quicker)