Chips are no longer a thing. Anyone that uses the term "chip" isn't someone to be listening to. Chips are actual computer chips soldered into the cars ECU and for the most part are obsolete.
New tunes these days are generally flash tunes where you hook a computer or device into the OBD port and change parameters, basically a software update (lower tech "piggybacks" are also common and can perform well if you go with a reputable company). Depending on the make of vehicle you could absolutely work with a real tuner to customize a tune to optimize fuel economy, especially with a turbocharged engine, but it would likely be at the expense of power. I've seen some VW diesel owners tune for mileage but never really paid attention since its not my thing.
I tune all of my cars. Despite posts above, mass produced cars are not optimized from the factory. It's very safe if you're working with a reputable company/tuner. Most issues are either tied to hardware that is installed improperly around the same time as the tune or is inferior in quality to the oem component it replaced, or its something that would have gone wrong anyway. That said, you're risking warranty claims being denied if you have a manufacturer that can tell a car has been tuned. Pay to play.
You're better off changing your driving style to save MPGs. Between risking your warranty (I don't think its a big deal but many do) and the price of a protune I think any savings you see at the pump will like be offset by the cost of making the changes. That said, if you have more questions I'm happy to get into the nitty gritty. What do you drive?