None of those parts require a tune and none of them will net any horsepower gains. Especially the CAI which I would skip. But a tune is certainly something that will provide concrete gains and make the car more fun to drive. But a tune will essentially void your powertrain warranty.
2015 Mustang GT Premium Sold
2011 Mustang GT Premium Sold
2003 Mach1 Sold
2.3 Whipple, fully built motor with all the bolt-ons 718 rwhp/735 rwtq Sold