Opinions Please!

[Dieselhed]

Bike is an '02 Deuce currently running a PCIII.  I bought a TTS Mastertune and have an appointment in two weeks to get it tuned.  I have V & H pipes with the O2 bungs plugged.  I am curious if I can add the sensors so I will be able to VTune in the future.  Is it worth getting a newer ECM to run in closed loop?  I'd like a combo of power and mileage in the end.