When mapping, in the case of diesel BMWs you will also need a code to unlock the ECU to put the new map on - some of the remap price includes the mapper getting that (they have to pay for it) as its a specialist thing.
Ive had lots of BMWs, currently on my 4th remapped diesel. I have a custom map which was done on a rolling road on the current 335d, but with past cars Ive used generic maps, from reputable mappers. If you use the owners clubs there are loads dotted round that people will have used and will come recommended. You may also be able to find a group buy which may bring the cost down.
In the past, my 325tds cost £260, E46 330d was £250 (as part of a group buy), the E61 530d was £250 also in a group buy so the Total Tinting cost is reasonable.
As mentioned, the EGRs can be troublesome - try removing it and giving it a clean, they can soot up and stick open causing loss of power and poor economy. You can remove them, but depending on the age of the car it may need to be mapped out and disconnecting it / removing it could cause ECU errors without the ECU modification. (My 330d didnt need an ECU mod when I removed it, but the 530d and current 335d did)
For reference, I used ECOTune Scotland for the 530 and 335, but I did also buy their DPF delete pipes too.
....also, dont use a Tuning Box, they are cheap, but crude
A good map will produce very little black smoke - they do introduce more boost, so more fuel is required, but a good map should be no different to std - a little puff of kick down and then clear through the rest of the rev range.