In general, anything you change of significance needs a tune. But, that being said. You don't have to. You just run the risks of running lean/rich and eventually hurting your engine. Like newtothegame said, better safe than sorry. Granted the new 08+ models haven't had to many intakes run like oem, that way they can be considered safe to not tune. Because the 08 bent s pipe intake design isn't that great compared to a straight intake pipe. The 02-07 models can run a Cobb intake or SPT and those run like oem. Confused yet? lol. A Perrin intake runs on a Perrin AP map fine and the AEM intake runs with a XPT map pretty good on the new models. Everything else would need a protune.
378awhp/373wtq Custom Dom 3 & CBRD tuned 2006 STI.
"When in doubt...flat out" - Colin McRae