Just to clarify, there is a company called BD and a company called Bully Dog that often gets confused with BD.
Bully Dog has a shift improver kit that basically does little more than lighten your wallet (the $100 comment from Eric applies here)
BD has a "hand lapped" valve body with some special solenoid/mods done to it. I personally doubt it will do anything monumental without adding actual clutches/area, but have never tested one. I only saw the "infomercial" for this where they talked about replacing balls with steel ones

which has nothing to do with our transmission (that or mine all fell out

)