Kev, this is covered the TDI section, i would have posted up before about Non PD remaps etc, but to summarise quick for you :-
Its the best 'bang for buck' performance mod to go for, after an initial remap your looking at larger chunks of money for bigger turbo etc
A remap wont use any more fuel if you drive in the same way, usually though after a remap people drive harder so hence use more fuel. Actually in a tdi you can get better economy if you take advantage of the extra torque to allow you to change down less.
best person to do a remap on a non PD TDI is a Upsolute remap, they come to you, speak to Simon Coe.