Hi Barossa
Numerous threads on this subject that you can read. That said I got a Tunit Chip fitted and it made a great deal of difference. The Steinbauer chip is probably the best around, BUT it is hard wired to the throttle sensor making it hard to remove (and hide) from the Nissan dealer when you get it serviced. That is why got the Tunit as it plug and play and develops a little more power and torque than the DP and I can remove it in 15mins (just as I did this week) for a service.
These chips work by squirting more diesel in. More diesel equals more heat so before you install a chip I'd strongly recommend you get a nice big exhaust fitted to help your D40 quickly expel that extra heat.
Anyway thats my view.
Boss