One would have to be extremely lucky to use what amounts to a "closed-box" piggyback controller and even approach the results obtained by correctly re-programming the ECM itself. I'm not referring to making just the best WOT numbers, either, but the more important smaller throttle openings and power production. Even if the same general results could be reliably obtained both ways, to me the inelegance of the piggyback method is not worth the monetary savings.
I'd like to suggest you further investigate the TTS tuning kit as opposed to the Screamin' Eagle stuff. TTS was the supplier for the previous generation of Harley's "own" tuning interface/software and since they parted ways, TTS has been able to do some things Harley didn't want to allow. Either way, though, the added expense over any piggyback unit would be so soon forgotten it'll be totally inconsequential.