MRC have got masses of experience of tuning/mapping Audi's, everything they do is proven by dyno results so that you see what sort of output you are getting for your money. Having said that, APR and REVO seem to have got their act together lately and are also showing some good genuine numbers for their tunes.
A stage 1 tune at around 430ps and 600nm really transforms the car and brings it alive, imho the achilles heal at this stage only being the standard intercooler and swapping the standard OEM brake pads to something better (Ferodo DS for example). DSG maping is also a debatable subject when adding extra ooomph, I admit that I have had mine tweaked a few times to get it just how I like it, however I know guys running stage 2 tunes quite happily without any DSG mapping - as a caveat to this I would warn that the clutch packs get a hard life from the power upgrade (launching for example) and the uprated clamping pressures from a dsg map really help with this.
As for dealers, well I have a great relationship with mine and they are happy to ensure that my car is not plugged into the link to Germany when servicing it (they also have done this for my previous two performance Audi's), however, I do know that some dealers are being particularly vigilant lately and are actually recording any obvious modifications on the car (aftermarket wheels, exhausts, brakes etc) so I guess it depends on how well you know them.
I know of two examples this past month, one was where a guy has removed his map, had Audi perform warranty work on a failed engine component (not related to the tune) and all done with no issues. The other was a guy with a faulty flap solenoid (rattly) on the sports exhaust rear box and the warranty claim was rejected as it was noticed he was running Milltek secondary decats.
Reliability - my rule of thumb for this is to ensure that your car is checked to be running ok BEFORE you have any tuning work carried out (a good tuner will do this). The horror stories usually eminate where someone has had a 'plug and play' tune put on when the car already has a hidden running problem (lean fuelling for example - saw this very thing happen two weeks ago at a dyno session when a guy rocked up with his car running dangerously lean AFR), or has added extra parts like exhaust and filters which are not compatible with the tune. If you warm the engine up before using high rpm and change the oil regularly then you should not have an issues.