You couldn't be more wrong
These plugin boxes will easily net a bigger boost than the JCW tuning kit at less than a quarter of the price and significantly less than a full ECU retune, which can usually be undone when your car gets a firmware update. They are the best bang for your buck performance mod. Both the Burger Tuning module and the NM Engineering module will net at least 20-30 hp/lb-ft gains simply by plugging it in. Regarding your statement that eventually you'll want more? OF COURSE! That's what's known as the performance bug

even with big expensive re-tunes, new turbos, etc. No one who tunes their car ever says, "yep...that's enough"
I've had my NM Engineering module for about 3-4 months now and I've never had an issue with it. I can DEFINITELY feel the extra power and on the HIGH setting, I have to be careful how much gas I give it from a stop or going around corners or my wheels will chirp and lose traction. I've also done a track day with it and had the opportunity to try it with and without it (takes 5 min to install/uninstall) installed and the laps speak for themselves.
Dealers CANNOT tell they were ever plugged in, not that it matters - in the US, warranty law states that these modifications WILL NOT void your warranty unless the module directly damages something and even then, it must be proven. In which case, that problem wouldn't be covered, but anything else not affected by the module would be. For example, if module was shown to damage something on the drivetrain, you'd be on the line for repairs. If your radio stops working the next day, that would still be covered under warranty.