I think you need to do a LOT of reading. You are seeking simple answers for a sophisticated ECU and very advanced engine design. There is a lot of information here and it would take many pages of typing to even try to do the subject any justice. Yes, there are tuners here. Yes, there are several different tuning options. Yes, order and sequence of mods before and after tuning matter. Yes, some tunes are "canned" with pre-prepared maps. Yes, you can custom tune yourself. Unless you are very familiar with how mods affect this car (not like most other platforms) and have a strong willingness to climb a very steep learning curve, you are highly likely to do . . . the obvious.
If you really want to consider tuning yourself, go over to mazdaspeed forum board and begin reading all of the tuning stickies, interact with the owners who have tuned and with the board members who can custom tune for you and be prepared to spend a lot of time on this subject.
Your sig says RX7. Do you even have a direct injection turbocharged engined MS3 or MS6? With respect, you got no answer because there is no short, simple easy answer to give.
Tuning this engine can be extremely rewarding because its ECU has such incredible complexity and the variables are almost infinite. Or, if you don't know what you are doing it can turn your car into a very expensive hand grenade.