This is a complicated question but I'll throw out a few ideas from what I do know about it.
I'm sure these devices "work" in the sense that they can regulate and change things like timing, shifting patterns and turbo boost (and I guess even injector timing) but I have two concerns:
1. I don't think I'd use these without an exhaust gas temperature gauge
2. Given how much they cost, I'm not sure you'd get them to pay for themselves anytime soon. The claims that they deliver more power seem credible, but getting BOTH more power and better MPG? Seems counter-intuitive.
Even a 15% jump in fuel mileage (which would be pretty amazing) would take you two years to pay off a $600 device.
You're going to hear a lot of "anecdotal" evidence about MPG, etc, with chips but unless someone has done some rigorous record-keeping (like a fleet manager), you have to take it all with a grain of salt. I'd guess you'd have a better chance of a power increase with a chip than an MPG increase. And don't forget about exhaust gas temperatures. You don't get something for nothing when you manipulate factory settings figured out by engineers.