I know AMD give the car a road test before they fit a chip to make sure everything is as it should be. I assume other places do the same thing. 
not necessarily - the most some places will do is a VAG COM scan to check for error codes but very few will poke their nose around the engine bay and check the condition of the pipes and look for potential problems.
hence you need to find a place which is going to go that little bit further to ensure there are no problems - i've seen a few threads where people have had remaps and all of a sudden have had problems - this is because the car wasn't checked fully and the extra strain of the map has highlighted the current problems on the car though they think the map is the problem