FWIW...I haven't heard anything "bad" about Cobb. Seems like maybe when i lived in UT, I spoke with them a couple times about my WRX.
I run JB4, with meth and n20...cobb would probably be my second choice.
I was going to comment and say that being "safe" with a tune is almost not a concern...then I realized I just typed my meth+n20 set-up, so I guess my opinion is skewed
But yes...you HAVE TO have a tune.