Why the small power gains?

Whay the small gains? Replace the stock exhaust with a larger diameter, straight-through aftermarket alternative. The new exhaust's structural improvements were apparent at first glance, and the trusty butt dyno registered a positive gain in power after the installation. Following suit, you yanked the OE headers and large, dense catalysts for higher flow replacements that seemed to bring even more ponies to the stable; the exhaust note grew more aggressive, and your Z seemed to race toward redline far easier than before. Finally, you tackled the last remaining restriction to engine aspiration, and replaced your factory airbox, MAFS housing and intake plumbing with the best aftermarket cold-air induction system on the market. Basic bolt-on mods complete, your Z sounded downright mean cracked wide-open on the highway-it was time to find just how much additional power the mods were worth. Judging by the car's on-street performance driving to the shop, you confidently expect at least 30 additional horses.

But as the results come back, you're shocked. After the addition of three-time-honored bolt-on modifications-an investment of over $2K-you're told the Z's VQ35 received a bump in power to the tune of 1 whp. 1 whp?!

As the conversation progresses, Tadashi-san points out the first apparent drawback to modifying newer cars; they have more sensors. Today's late-model OBD 2 ECUs are able to control more aspects of engine function than ever before. In the case of the G35's VQ35DE Rev-Up engine that Tadashi is tuning, intake airflow, air temperature, manifold pressure, exhaust gas temperature (x2), throttle pedal inflection, and load are all monitored, while throttle position, ignition timing, cam timing, and fuel injection can all be adjusted to compensate at the ECU's will. Because of this, if the readings of certain sensors fall outside predetermined parameters, the whole system can lose balance.

http://www.importtuner.com/tech/0807_impp_ecu_reflash/index.html

Another reason why you should get a piggyback or if you got the cash a stand alone ECU