Yes. You can tune the car with or without mods. However - its probably best to tune the car with some supporting mods to get the most out of your tune so you don't have to do a re-tune.
My advice is usually do a tune last (or near the last) if you don't want to re-tune or re-tune too often.
Also - don't worry about the packages. Mod the car with performance mods that you wish to do and then when you are ready - get the tune. If you are from Chicago, I highly suggest you get an AMS tune done at their shop. It'll be a good experience. Their E-Tune is also an amazing experience too.
And also since you are from Chicago, I would recommend you skip the AMS heat exchanger to save some money. Chicago is pretty cold most of the year and only hot in the summer. And if you are also planning to not INTENSE track days and tons of back to back pulls, you will unlikely experience heat-soak. I live in San Francisco and we average 50s to low low 60s year round with very very little of the time maybe 70s-80s weather. I have done multiple pulls in 70s degree weather in SF too; never experienced heat-soak with stock HE.
Unless you are planning to abuse your car, go racing everyday, or do tons of drag runs back to back; you will unlikely see the benefit of the heat exchanger in Chicago. But if you are planning to race often, you should get the AMS heat exchanger.
Just my two cent.
Personally I'd recommend you skip the air-intakes as they don't make much power and instead go with Lower Down Pipes, however everything else in that Stage 2 offering from
AMS is what I'd consider "Required supporting mods" if you want to get your car tuned.
In my opinion, if you are optioning for the most power you can get, you should get the CAI as well. LDP will definitely net gain you more power than a CAI ever will but LDP comes with hassles depending on where you live. I skipped LDP because California SMOG. I don't want to hassle myself of switching the LDP on and off.