I agree that there would be issues with not telling your insurance company, since this would technically be increasing their risk, without you notifying them and therefore they may not cover you in the eventuality of an accident.
DON'T MOD IF YOU ARE NOT GOING TO TELL YOUR INSURERS!!
LETS BE CLEAR - James or Forge(Revo) DO NOT advocate decieving insurance companies in this way
Given the extra stresses imposed on the engine it therefore goes that one should take a more responsible attitude towards i) Driving, and ii) Servicing.
i) Driving - Allways allow the car a warm up and cool down period before using maximum revs, or coming to a halt after a fast drive.
ii) Servicing - Forget the variable interval servicing, and switch to fixed intervals, and do an oil change in between.
Remember for diesels there is little done to the boost, pressures, more to do with adjustments on fuelling (i.e amount) and timing of ignition. Whilst this will still be evident through increased cylinder pressures there will be no where near the same level of stress on engine components compared for tuning a turbo charged petrol car.
Even taking into account what I have written above, all of the reputable tuners go to great lengths to ensure that safety margins are still built in and that normal ECU functionality will prevent any major damage as a result of software errors.
VAG Stance on modifications and servicing.
Whilst VAG dealerships may only make up c. 20% of their revenue from servicing, this accounts for up to 60% of their profits due to the thin margins on new cars in the UK.(My heart bleeds!) VAG dealers DO NOT bear the cost themselves for warranties, but have a "Duty of Care" to ensure that they only claim for warranty work from VAG when the cause can be proven to be a failure of a std part or component. If they feel that a car has been modified and that this has caused the failure they will make a judgement accordingly...
VAG has set a precedent for servicing, and replacing under warranty numerous owners' cars, (several RS4 owners gearboxes for starters), so in this way they have set a precedent for not only servicing cars that have been "stealth" modded, but also those with Lowered suspension, different wheels, different ECU's etc. so IMHO it would be very difficult for them to refuse warranty work on a chipped car. (We all know who the mod friendly dealers are!).
Having said this most reputable tuners write, and beta test their own code before releasing it for sale, to safeguard any damage to your engine.
Personally I would have no hesitation for opting for the any of the major reputable tuners.
Each of their products differs in slightly different ways, but make sure you go with someone who has a cast iron reputation, and also one who has a "close relationship" with a network of dealers should the worst happen.
Tell your insurers.
Increase the amount of TLC you give the car.
VAG have made a rod for their own backs given the "Customs & Practice" argument!
Choose your tuner carefully.