When exactly do I need a retune?
There are a lot of things that you can do to your vehicle that would NOT require a retune - and then there are some things that WOULD require a retune.
First off the things that would require a retune:
Any change to a different Mass Air Meter. Injector changes.
Switching to any alcohol based fuels more than 10% ethanol (99% of most gasoline is already 10% ethanol).
Doing a head swap to a completely different head.
Adding a cold air inlet (CAI) on '05 and up Mustangs and some earlier F-150's.
Things that generally do NOT require a retune: Adding a cat-back exhaust.
Adding an H or X pipe - though if it's for off road use, you need to have the rear 02's shut off.
Seasonally - as in summer to winter. If your tuner knows his/her stuff and tunes properly, there is no need for seasonal tunes.
Adding different tires - although on later vehicles if the diameter changes significantly, the revs/mile will be off so the speedometer will be off and shift points in an auto transmission will be off.
Adding different ignition components. Adding different spark plugs.
Adding underdrive pulleys.
Things that may or may not need a retune - it's a good idea to datalog with LiveLink and a wideband after doing:
Changes to different inlets and CAI's in Mustangs '04 and earlier.
Camshaft swaps - mostly for drivability.
Adding more boost in SCs or turbos - you need to know if fueling is still correct and make sure you are not maxing injectors or MAF.
Adding Long Tube headers.
Adding a different intake.