I was having this same thought last winter for my Ultra Classic. After much research I installed slip-ons (Klock Werks) SE Stage 1 Air kit, and a Power Vision Tuner. Spent around $1000, did it myself, and couldn't be happier.
The question is - How much are you going to do to your bike later?
If you are going to do extensive modifications later you will ending up needing a tuner. But just for slipons, like the others said you dont need one.
But if you are like most of us, you will eventually need one.