Was not a huge gain for me...1 - 1.5 MPG. Don't worry about removing the cat, just do 2.5 from the cat back or buy a catback kit.
James Henson is in Bama, but what you do is buy the tuner from him then hook it up to your OBD port. It allows you to display a read strategy code for your computer. Then you email him that with the 3 tunes you want and what mods you have and he emails you the tune files. then you hook your tuner up to your computer and put the tunes onto the tuner. Once you've done that you take your tuner, hook it up to your truck, and upload the tune you want into the truck.
For big mods like cam upgrades, head porting, supercharger, or nitrous, that will probably require you to datalog the runs with those mods on a dyno (the data gets put into the tuner). Then you send the data log to him and he writes a tune based on that.
For bolt on type mods like intake and exhaust, though...the ones he writes and sends you over email are great and work fine for everyone I've heard from. I love mine.