Hi Guys,
First post here and we will be becoming sponsors of your site very soon, but thought I would add some thoughts.
Firstly for a 3.0d that is a ridiculous price, please shop around!
Secondly regarding the cost of tuning in general.. it sounds like your guy is a dealer, in that he buys the tunes in from.. well, who knows where (hence the overnight thing, he was sending the file off to be made. A read and write on your vehicle should take no longer than an hour or two maximum, including creating the file).
The huge costs come in the form of gaining access to these modern ECU's, and the tools to be able to do it. Both are extremely expensive if you want to be able to tune the latest cars. Your guy will probably take a very small percentage of what you paid him (although for that kind of tuning that is still waaaay overpriced).
Modern ECU's are heavily protected with various encryption methods to stop tuners being able to alter the factory settings, so new vehicle tuning is often very expensive due to the cost of creating both the tune itself and finding the ability to get through the encryption.
Of course after a while the prices drop as they become less popular and you have paid for the large initial outlay. Some people still ride the wave and charge crazy money for what are common files, just in the off chance someone will pay, but in most cases those guys disappear after a year or two... forums and the internet have happily allowed enthusiasts to review bad vendors!
We look forward to being part of this community in the future and being able to offer technical information for those interested,
Thanks

Paul