Mapping can be great, I had my 330d 54 plate done a few months ago (the 204bhp engine). The mappers roller showed that at default it was kicking out around 218bhp & 340 lb/ft, the remap has taken it out to 275bhp & 460 lb/ft both at about 3,200rpm. It also produces over 340 lb/ft all the way from about 2,200rpm to 4,000 rpm. The engine goes higher than 4k but there's just no point in doing it, power and torque drop off pretty quickly.
This makes 3rd, 4th and 5th gear massive fun. 3rd pulls very very strong from something like 35 to 80 mph, 4th from about 50 through to 100+mph. This gives great overtaking ability and can be fun bating other cars.
The main issue is a lot of these motors are getting no a bit now, mines just passed 100k miles, that's nothing for the engine to cope with but turbo's do wear out. Mines started to smoke slightly on start up and on full throttle so the turbo will need to be replaced pretty soon. This would happen with a stock engine, the remap just exacerbates any issues and you really need to keep on top of fixing them.
There's a couple of car magazine reviews of the 330 E46 204bhp saloon cars being remapped, both reviews verified that the remaps where dropping 0-60mph from about 7 seconds to almost dead on 6 seconds, not bad for a car that sits mid 40 mpg on the motorway. Think most of my tanks average out to 35mpg with mixed driving or about 530 miles per tank.
Ninja edit, think my next car will be a petrol again
http://www.evo.co.uk/carreviews/evocarreviews/53053/bmw_3series.html
http://www.autocar.co.uk/CarReviews/FirstDrives/BMW-3-Series-330Cd-DMS/211488/