I have a CTS and I love it, the screen is great, and its awesome that you can hook a backup camera to it. Talk to dozers diesels, they got mine to me with an egt probe in two days for a killer price, I'm sure they can set you up with an egr delete as well.
As far as the tuning is concerned, as long as the engine is in good shape you can run custom tuning and be fairly safe, I run the SRL from Matt at Gearhead, it is a tune specifically for non studded trucks and I have had no problems with it and many others run it with no studs. I have no plans on studding before I need to, I'm sure one day I will pop a hg but until then I'm using that money for other things. You can do it how you want, just don't think that you HAVE to have studs to run a tune.