Yes, you'll need a tune. Most all good exhausts for the Vics have no baffles like the stock pipes (so you're running straight pipes) so you lose all backpressure. You will need a remap or better yet a dyno tune.
You will have to cut the frame for most available exhausts. Many people find this to be a project they're not comfortable doing themselves due to this.
Stage 1 is barely noticeable from stock. Too quiet for the money you're spending.
Remember this when it comes to sound on the Vic motors:
1) The SHORTER the pipe, the LOUDER they will be. Compare the Ness "Slashness" to the RPW Slash. RPW is considerably shorter and MUCH louder.
2) The larger the diameter of the pipe, the deeper and less raspy it will sound
3) The only performance upgrade will be with 2-into-1 pipes. The others cause you to lose a small amount of power and are only good for sound and looks.
4) If you want sound AND performance, plan on doing an air intake and a good tune at the same time.
2012 HD Road Glide Custom - Black denim