It was not for fuel economy, nor increase in horsepower that I removed my DPF and retuned. I removed it to get rid of the damaging temperatures caused by the regeneration cycle.
The worst thing to do for a diesel engine is run it hot - the regeneration cycle for the DPF deliberately injects raw fuel into the #7 and #8 cylinder on the exhaust stroke to raise the exhaust temp to 1250F. This temp goes through the manifold, exhaust piping before turbo (engine bay), through the very expensive turbo, and through the remaining exhaust piping.
As well, with the retune, I can disable the Exhaust Gas Recirculation (EGR), another emissions control system - preventing the temperature cycling in the coolers and removing a failure risk associated with these coolers. These coolers can plug with soot, cause local heating, fail and put coolant into the engine cylinders. There are some engine failures due to hydro lock (sp?) - where engine coolant leaks through EGR coolers, or engine head gasket failures and fills up cylinder 7 or 8. When the engine fires up, unfortunately water does not compress and rod/piston failure occurs and often block damage/catastrophic failure.
The DPF delete/emissions removal is not for everyone. I did it to preserve the integrity of my engine by removing some events (regen, EGR) that are simply a compromise to engine performance/longevity. My 2 cents.
Brian