The cheaper chips might give you some extra beans but they do it in a dangerous way. I'll explain.
Diesels always get lots of air - there's no butterfly restricting airflow like in a petrol engine. Every time the piston draws air in with the intake valves open, the chamber fills as much as it can with air - usually pumped in under pressure by the turbocharger.
This means that the fastest way to get the most beans is to simply increase the fuel. You CAN get chips that finely control the turbocharger output and the injection timing as well, but each of these will give smaller amounts of power on their own than a pure dump of fuel.
And that's where the danger is. In order to do this on a CR engine, the most effective way is to fool the ECU into thinking that it hasn't raised the rail pressure to the right level. It's done by interfering with the rail pressure sensor, reducing the return voltage which is what the ECU measures the pressure by. In the end, you have a fuel rail operating at a much higher pressure and with the cheaper chips, that's ALL you have. You have no protection (eg reducing the chip's effect based on EGT) so there's going to be the risk of the whole show going bang.
With that said, you'd have to be pushing the car hard for extended periods to really risk it blowing up, and keeping an eye on your coolant temps with a gauge that reads accurately around the 80-120C mark would be highly beneficial, especially if it has an alarm you can set when coolant > 110C.
