My LMM isn't tuned either. I looked into it for fuel economy not so much for the additional HP. From what learned not only does tuning affect warranty, for good reasons I suspect, but to really effectively tune you need to delete the EGR and block the DPF on my truck. Since CA is a Diesel Smog Req state I didn't want to have to undo the EGR/DPF delete and went with out tuning.
However, if you aren't concerned about warranty or smog, Brown's Diesel in Riverdale, CA offers EFI Live V2 tuner with safe tunes that many of my friends are really happy with. You really should check the Diesel Forums...there are thousands of posts on tuning, benefits of and risks. You really need to consider both carefully.
For what it's worth. www.brownsdiesel.com