winALDL is the absolute basic version.
Tunerpro and Tunerpro RT are much better. Tunerpro is free, it just pops up with a window asking for money every time you start it. The amount of time someone has put into that project for "fun" is amazing.
winALDL operates at 160 baud. Tunerpro/RT works at 8192. The difference is something like 10 more readings per SECOND...a lot of things happen in one second (O2, TPS voltage, MAP, etc) so the 8192 is a better bet.
I don't know a whole lot about the different ECM's and what not, but the later ECM's are certainly capable of the 8192 data stream.
I'm going to make the "two transistor" 8192 cable, as the MAX232 cable (you'll understand this if you decide to build your own cable) looks to be more complex, and if the two transistor one works, why make life more difficult?
On my ECM, ('165) running winALDL kicks the idle up to 1000RPM, and takes out the knock sensor...both of which don't help tuning in certain cases. Apparently on the '165 (if you are dealing with it) if you run the 8192 data stream, this doesn't happen. Still not clear if any '165 can spit data out at that rate, or if you need to "upgrade" to an '89 "PROM" (.bin actually) to use it.
I know, lots of info, but hopefully some of it helps. WinALDL is a good thing to start with, kind of cut your teeth on, but no real reason to not start out with the TunerproRT and 8192 stuff that I can think of, unless your ECM won't support it.