As Bojan Kahvedzic mentioned above, you're probably going to shorten the life of your engine and related drivetrain components with any hardcore tune. The N54 engine already runs hot and is prone to go into limp mode if driven hard on a track stock, so adding a chip will only exacerbate this issue.
Dinan offers a more sophisticated, expensive tune, but they don't make as much power as a Procede or JB3 chip. On the plus side, the more conservative tune preserves engine life…a little.
Nevertheless, it's up to you if you want to go the chip route. It's a ton of fun, but keep in mind the risks you're running. Looking back, I definitely would have tried the JB3, but I certainly would not have kept the car beyond the factory warranty.
Here's the best source I've come across for comparing different tunes.