tuning boxes are popular on other forums, but I personally don't like them. It's basically a piggyback, or device to fool the ECU and give it different values. A chip is pretty much always better and is plug-play. Soome tuning boxes requires you to do some end-user setup and tends to not be as efficient. A chip, while giving more fuel, doesn't raise the boost, so this alone causes you to lose efficiency.
Because the ecu can't see the real values, diagnostics are harder, and may cause drivability problems. If you search, you will find that chips are much more popular, and it's for these reasons.