Eurodyne: Lower cost, tune at home, free upgrades between stages, flexibility with other (company) hardware. And eventually should you go Big Turbo (stage 3), Maestro should be out eventually which will provide custom tunes.
Unitronic: Eventually they should get tune at home with UniConnect, complete package tuning (SW and HW) and they should have a complete Stage 3 kit out eventually should you go that route.
APR: Complete package tuning (SW and HW), will have a Stage 3 kit should you go that route.
I believe all are similar gains. See below (info pulled from company websites 6/30/15):
Stage 1 91 Octane:
APR: 57 HP, 83 TQ
Unitronic: 63 HP, 58 TQ
Eurodyne: 45 HP, 70 TQ
Stage 1 93 Octane:
APR: 74 HP, 98 TQ
Unitronic: n/a
Eurodyne: n/a
Stage 1.5 91 Octane:
APR: n/a
Unitronic: n/a
Eurodyne: 60 HP, 88 TQ
Stage 1.5 93 Octane:
APR: n/a
Unitronic: 83 HP, 70 TQ
Eurodyne: 71 HP, 100 TQ
Stage 2 91 Octane:
APR: 89 HP, 99 TQ
Unitronic: n/a
Eurodyne: In development
Stage 2 93 Octane:
APR: 106 HP, 100 TQ
Unitronic: 105 HP, 88 TQ
Eurodyne: In development