If you dont feel comfortable running 3rd gear pulls on the highway for E tuning, which involves you doing the logs on the street then a pro tune on a dyno will be the best choice in that regards. Although dyno's are a great tuning option, a good tuner will clean up the tune on the street anyway, so dont think their is a disadvantage power wise cause it was done on the street with an E tune. Good luck!
On my last car going out to tune my car on the street was actually fun, but it's important to keep safety in mind, make sure you find a nice flat road, and preferably with no traffic. Also be sure to look out for the local
. I usually do an observation lap before doing my actual tune pull to make sure the roads are clear.