The biggest thing a tune helps with is throttle response and transmission shifting (besides a modest bump in power). The OEM tune is a bit "lazy" and is definitely in need of help. Plus, if your running headers, exhaust or an intake its a good idea (especially headers) to get tuned. Otherwise, you'll be running rick/lean and possible engine damage can occur.
You will most likely void your power train warranty if your servicing dealer finds out your running a tune.
Running a tune is safe. SVC's tune retains all of fords factory safeguards and will not cause any problems.
I probably have some of the same questions/concerns as the op. I'd like a tune if nothing else than to get rid of the initial lag but not sure I want to deal with the potential warranty issues or trying to hide the fact that you have a tune by having to remove the tune, drive around a couple cycles to get everything back to factory just to bring it in to the dealer. Also, what kind of 'modest' hp gains can we expect from say an SVC tune. I'm running stock except for MBRP Cat-Back.
For those that get a tune, what is the best thing to do when bringing in to the dealer and what are the potential pitfalls that a dealer could screw up whether they know you have a tune or not.