chipping works best on turbos (be it diesel or petrol) as it gets the most bang for your buck (meaning more performance out of one unit of burned fuel) and it's mostly in this, that it boosts the economy of your car. you dont necessarily get more MPG but you get more horsepower/torque out of the engine etc etc etc..
there's a lot more science behind that, as you start fiddling with additional fuel management and engine computer management maps (something i DO NOT recommend doing on your own unless you got years of experience) as just putting any ol' map in it, wont work.
i also advise against buying just any 'better economy' map, as each car runs a touch differently and in the end they should be done custom for the car. yes, you can put a general map on, but they dont run as good as one written especially for the specific car..
if you do want to go through that, i recommend Paul @ RS Tuning, up in Leeds as he's done a lot of maps for one friend of mine (and subsequently his friends) and another had his R.26 Megane tuned (they drove all the way to Leeds, from Slovenia) and his customer service is superb!