You Cobb snobs act like you're on professional race teams or something. Some people want a little bump in power without the hassle of having to find a reliable tuner who knows what he's doing, then paying for dyno and/or street tuning sessions. There's nothing wrong with the power levels APR stage 1 or even APR plus gives you. My last car ran E85 and put down close to 500whp on a conservative tune. I spent 10s of thousands of dollars on that car and it was a constant worry and never-ending addiction. I rarely was able to enjoy the power, unless it was on the highway. I didn't drag race, so it was pointless for me. I'd rather have a refined and sophisticated car with nearly 300whp and a full warranty.
My friend's A4 APR stage 1 tune has compressor surge between 3k-4k RPM, APR has confirmed it in their tune (other A4 owners have reported the same problem), and the remedy APR gave is "avoid that RPM range when WOT." To me, that's a poor solution, however, if you think that's a good company ethic, by all means go with APR.
For most people, a custom tune (or piggyback) no matter what platform of JB4, Cobb, Eurodyne Maestro, or any other, is about making more power safely and knowing it's safe on your specific engine. If you run into problems with an OTS tune, you're SOL, since all you can do is hope the company cares enough to update it eventually. My personal opinion is, if you have the option to avoid that issue, why not avoid it?