There are 4 basic ways to tune up a Duramax:
Harness Boxes: This is products like Edge and Banks. They plug in under the hood in seconds, and have multiple HP levels. They intercept signals to the engine, and modify them. They cannot be detected by GM once you remove them except potentially on the LMM (2008+) engines via stored info in the transmission computer. They often include a gauge panel. Priced from $400-$1000. Lots of them on the used market.
Handheld ECM tuners: Like PPE, Predator, Bully Dog (I don't endorse BD), these devices plug into your data port, then reflash your factory engine computer. They have multiple HP levels, up to Absolutely Nuts. They often include trouble code reading and resetting, and display engine data in real time. Whether these can be detected by GM after removal is a subject of debate. LMM's most certainly can be seen after removal. These can also remove the 96mph speed limiter. $350-$1200. I helped develop and carry the PPE brand.
Tuning Tools: EFILive and similiar. You (or someone) writes your own tune, then you flash it into the ECM via the data port. Infinite adjustability and power levels. Hardcore racers normally are running this. Best of the best, but not for everyone, it's the coolest tool in my toolbox. $800 and I write your first tune to your exact specs for your truck. Cannot be detected by GM except LMM. It will allow you tune most GM cars and trucks, gas or diesel, from 1997-2009.
Custom ECM's: You buy the entire engine computer preflashed to your specific needs. LMM's are still a problem with detection, unless you swap both ECM and TCM computers. $800-$1000.
For most folk who just tow, harness boxes are probably the easiest and safety route. I don't carry them. Lots on the used market as folk end up wanting more HP than they can provide (~125rwhp max gain).
Unlike what most gas drivers are familiar with, when a diesel modification says "50 HP", it's at least 50rwhp (with some exceptions), and is NOT subtle. You will have zero doubt when you install a 50hp tune, it feels like a .050" nitrous jet. A +250rwhp tune is absolutely insane and will trash your transmission in short order. It will often put a 7000lb 4x4 into the 12's.
The mileage is increased via the increased injection timing advance, and most all tunes show similiar improvements. Even the 250rwhp tunes show mileage gains. Mileage gains are everywhere EXCEPT when "using" the additional power. Your right foot controls fueling. At identical speeds and loads, a tuned truck will use less fuel than an untuned truck.
But be VERY careful. Many of us (I is one) said that all we wanted is a 50HP tune and we would quit. Next thing you know, you go nuts. It's like cocaine, but probably more expensive. It has caused divorces, bankruptcy, and probably long term mental illness.
If you bring your truck to Bonneville, I can flash a 50hp tune into it for free, so you can see how it runs.