ultimately you dont have to tune a car with a boost controller if u know what your listening for in the engine (knocks, pings, etc etc).
however, having it tuned with the boost controller would be better off being done to save the engine if u dont know what your doing.
as for the ecu... u cant modify the ecu in a gtst r33 skyline (i dont know about the others, im pretty sure u can with gtr's though). so buying a piggyback would be a bit of a waste of money. opting to go for another ecu such as powerfc's, haltechs, etc etc would be your best option dude.
im sure a piggy back system is about $400-$600/$700??
ecu's you can get brand new for $950ish delivered from japan through group buys here on the forum.