On a lot of street combos, open headers isn't worth any gain at all as the exhaust is not a significant enough restriction to imped power output. Similarly, mild combos may not react to really fine tuning tweaks like a more sensitive combination of parts will. It also is possible that weather variations can mask minute tuning adjustments as well.
While some dismiss their validity, time spent on a chassis dyno to nail down the tune up can be well worth the money spent. Consider four trips to the track and their combined gas, food, entry fees, and frustration only to go backwards on progress, and you can see why a few hundred bucks spent on the dyno can start to look like a value.