One thing I can highly recommend for anyone serious about driving/tuning is the OT-2 from innovate motorsports. It's a little wifi box that plugs into the ODB-II port and connects to either an itouch/iphone or laptop. With it you can monitor all of your cars sensors to help the troubleshooting process. I know for me, I used it to determine that my O2 sensor was not outputting the proper voltage range and needed to replace it on my P5, and since its portable I can switch it between vehicles as necessary, so on my MSP was able to narrow down a problem with my A/F as at idle it was pulling far more air as it should. It has a few more features than just that, but it does let you read your engine codes and clear them right from the car which is handy. (for me at least)
I hate guessing so for me this is an awesome tool that tells me exactly what I want to know and gives me hard data to work with, especially when trying to figure out hard/obscure codes like the P0300 for random cylinder misfire. At $179 it's not dirt cheap, but is about what you'd pay for a good automotive WDS and has more options.