As for whether you should tune at all, the answer is yes.
The stock tune is deliberately set up to reduce your available power down to that you would see under the worst circumstances. This is so granny doesn't buy a car in January and then, discovering that it has significantly less power in June, decide there's something wrong with it and start harrassing the service department. Hot air delivers less power than cold air, so there's a serious difference between January and June... but in the stock Sonic, every day is a warm June afternoon.
Since none of the aftermarket tunes have this philosophy, you'll see a big bump in power if you tune in the middle of winter. Same applies to aftermarket exhaust and intake, both of which you have... you probably saw more power at first, but fairly rapidly the stock tune drags you back down close to that same worst case scenario.
Unless you just wanted the sound, it's pointless to buy an intake and exhaust without a tune.