I looked into chipping/tuning when I first got mine. As alluded to by a previous poster, there is little you can do for a naturally aspirated engine. Most of the tuning for diesel vehicles simply increases the boost pressure of the turbos, but obviously this can't be done on a NA car. There is some slight fuel remapping that can be done, but it'll make fairly minimal difference, especially for how much it'll cost. Most 'proper' tuning of Na engines includes things like porting and polishing, boring out etc - fairly extreme stuff!!
For easier gains in power on a NA engine look at more free flowing air filters and exhaust kits. My SS exhaust is supposed to give an extra 17bhp (although not dyno'd to confirm this), it certainly increases the throttle response. I've also got K&N air filters, although I wasn't able to notice any difference after fitting this. These things seem to have made no difference in terms of fuel economy that I can perceive.
For a decent LPG kit you're probably looking at the best part of £2k, but there are loads of threads on here about that so I won't go into detail in this reply.