I currently have the XEDE and I'm looking into other options.
-Great if you have a MSM with small power goals, Easy to go back to stock when inspection time comes around.
-Still have diagnostic codes from stock ecu
-Xede interfaces with the MSM very well and uses existing MSM parts to control boost/fuel/timing
-Switch maps on the fly - (stock vs tuned in my case, 2 map switch)
-Xede causes boost solenoid check engine code due to the re-wire swap (not a big deal if you have a on/off switch for cel light)
-Limited in terms of flexibility (Uses a lot of stock ecu settings, only changes the 'boost' part really of the car)
-Less supported ecu, not many tuners use XEDE (good luck finding a tune, unless you're able to drive to Begi HQ like me
If you thirst for more power or plan a ultimate build, I'd go MS and get to know your car inside and out.