A tune is well worth it. Mail order tunes are probably fine. Personally I went to different tuners in my area until I found one I felt comfortable with. With a mail order tune I don't get to see my car up on the dyno. I really like that instant feedback on what my car is doing with modifications. I'm sure mail order tunes can be measured at the track and data logging, just not quite the same instant gratification.
That said the CAI tune that came on my SCT tuner was spot on for the CAI I put on. We didn't change anything for that.
The nitrous tune for my car did take a little more effort so I am really glad I went to my local tuner for that.
Good luck. I think you will be pleased if you step over the edge and get a tune, regardless of the CAI.