Here are things I know: The Thundermax is not supported very well outside of a few shops that use it. In the past, there were issues with customer service from the makers of the Thundermax. You still must start out with a decent base map for it to work well (unless that has changed in recent iterations of the device). You are replacing the HD ECM with the Thundermax, which makes warranty claims very easy to deny. While even tinkering with the exhaust system and tuning the bike can technically void the warranty (depends on which dealer you go to), it would be harder for the MOCO to deny warranty coverage for something that 90% of HD buyers/owners do to their bikes. Replacing the entire ECM on a brand new bike...while it may never cause a problem...a stronger case could be made to deny warranty work on the engine or other things controlled by the ECM if you are using a completely different product Screamin' Eagle Pro Race Tuner, or TTS Mastertune modifies the existing ECM, and can be undone relatively easily, plus it's something that is done all the time by the dealers themselves. I don't know of any dealer who would replace the ECM with a Thundermax. It is highly unlikely that they would do so, no matter how much money you threw at them.
That's my opinion. I have to be concerned about my warranty, and some people are not at all concerned.