Not true...Alot of the "free" mods that people are experimenting with like cracking the secondaries, thier own version of an Intake, cleaning Upper and lower intakes, gutting CATS (basically making headers) are things off the top of my head that are just that...experimental. And may differ from car to car.
Changing out your chip to a superchip or diablo seems to depend on what your soucre code is in the first place, depics how the car will react to a chip. Some good, some excellent, others not so good. Again, depends on the car.
Everything else, exhaust, intake, pullys, pretty much get the same end result.