There was a good month or more gap between adding the exhaust, then getting the ECU and tune done. This was due to waiting on the production release of the Rapid Bike ECU. The largest gain came solely from the exhaust. No losses, only gains at each step in the tuning process. The ECU gained us a bit more power, but it was minor compared to the Yoshimura alone. The biggest thing the ECU did for me was correct the AFR curve, and allow reduced engine braking.
As far as doing everything all at once, then tuning... You can do that if you decide on a Power Commander, or a Bazzaz without the extra auto-tune module. Or, just go ahead and step into the Rapid Bike unit, switch it to auto and it will tune itself and continually monitor the conditions. No dyno tune needed, and it will fully tune within 100-200miles. Want a custom tune that's more aggressive for certain situations or track days? Simple press of the map switch and you're done. A professional tune alone will cost you $200+, not including the unit install for the PC5. Take that cost and get the better unit, and install it yourself. It's plug and play, and you'll come out cheaper.