Brian, this is a subject that has the potential to start as many arguments as our dearly departed political threads, and there really isn't one definitive answer that fit's everyone. With that disclaimer in mind, here is my offering on Harley tuning.
The stock EPA mandated AFR (air to fuel ratio) is 14.7:1, which is considered to be the perfect ratio to provide just the right amount of oxygen to completely burn the available fuel. Unfortunately, due to various design factors of the Harley engine, that AFR results in high engine temperatures and in many cases poor drivability (stumble, stall, lazy light throttle response, etc.). The traditional answer with all Harleys, even the carburetor versions of the good ol' days, was to add a little more fuel to the mixture. This improves the drivability and the evaporation of the excess fuel in the cylinders actually cools the engine as well. The situation becomes more complicated with electronic fuel injection, and now instead of just changing a physical jet in a carburetor we have to deal with bypass devices, tuning devices, etc. Ultimately, what you want to achieve will dictate which of the alternative methods you should use.
First, for those who only want to do the basic muffler changes and reduce the engine temps, there is the simple Nightrider device that plugs in between the O2 (oxygen) sensors and the ECM (electronic control module). The sensors constantly sample the exhaust for the 14.7:1 AFR, and by varying voltage they signal the ECM to either add more fuel or subtract fuel to stay at the 14.7:1 ratio. The Nightrider device just fools the ECM by modifying the signal from the sensors. One model sets the ratio at 14.2:1, another uses 14.0:1, another 13.8:1, and there is a new version which is adjustable. Which one would you want to use? If fuel economy and range is important, stick with the higher numbers. As you add more fuel, you naturally will see a drop in fuel economy and an increase in exhaust emissions. This is the least expensive and most easily undone of the available modifications, and if you have no desire to make future changes or are worried about warranty implications, this may be all you will ever need.
Next up are the simple add-on boxes from just about everyone, with the multiple buttons or screws to adjust fuel in various portions of the rpm range. The first of these was the DFO / Techlusion, and now many exhaust vendors offer their own versions of these potentiometer based devices. Basically what they do is intercept the signal from the ECM to the actual fuel injectors and add more fuel based on the button or screw settings. The amount of fuel is controlled by how long the injector is open, an amount of time called "pulse width". These tuners take the ECM calculated pulse width, modify it, and then pass the new pulse width along to the injector. These devices make no permanent changes to the bike and like the Nightrider device can be easily removed.
Next are the map based tuning devices. A "map" is just a big lookup table or database that contains all the settings the ECM uses to decide what amount of fuel to inject, what ignition timing to use, etc. The ECM is a computer that receives input from various engine sensors (speed, temperature, throttle position, crankshaft position, etc.), plugs those values in to formulas, compares the results to the database/table, and then sends instructions to the injectors and ignition system. Some of the map based tuning systems actually change the map stored in the ECM, like the Super Sert or the Master Tune, or they have their own internal map like a Power Commander and do not modify the ECM map. These work by modifying the output of the ECM based on the PC map, similar to the black box tuners mentioned above. The difference is that the PC is able to modify many more parameters than the black box tuners, with much more precision. The PC is similar to the black box units in that it can be removed fairly easily without leaving a trace. The Super Sert leaves information in the ECM that a dealer can read, so if warranty is a major consideration for you that will have to be factored in to your decision. In my opinion, the Super Sert and aftermarket versions of it are the ultimate for those who want to be able to control every facet of operation or who intend major modifications. However, as others will advise you, before you spend a ton of money on this type of tuning device you need to find a good tuner and discuss what you want to achieve with that person. They should be able to steer you to what they consider to be the best device to achieve your desired results.
Hope this helped and didn't just muddy the waters a little more.
Jerry