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Lots of horsepower with no tune? What's your definition of lots? UDP's are good for about 5-8 or so. No tune needed. I don't consider that lots though.
If you can, I would really go with the tune for good power gains. You will see 20-30 at the wheels with the tune and then you have the handheld to do future changes.
youre wasting your time without a tune... Yes, underdrive pulleys, an aluminum driveshaft, etc will help, but in the end thats just less weight, no actual HP.
have you considered Ford's packs they sell that come with parts and a warranty supported tune? (If they install everything). Might be your best option if warranty is your fear