I am by no means an expert on nitrous but I can share what I have learned. (I am only talking about wet kits on 99-04 4.6L)
As others have stated
N2O + Lean a/f = bad
N20 + too much timing = bad
N2O + Fuel + low RPM = unhappy intake
Those basic rules seem verry simple but there are many ways they can occur. Hitting the rev limiter causes the computer to pull fuel from certain cylinders AKA lean condition. An electrical failure in the fuel solenoid (coil goin open) could lead to an excessivly lean condition. Fuel pump failure = lean. Fuel pressure could momentarily drop when the fuel solenoid engages. Remember returnless fuel systems use the computer as the fuel pressure regulator and it takes time for the computer to detect that fuel pressure has dropped and add duty cycle to the (variable voltage) fuel pumps.
Remember that DRY and WET systems are totally different.
Others have stated that the tune is verry important. What they should be saying is: the air fuel ratio is verry important. Now I agree if the a/f ratio is off you will need a tune to correct a/f. Wet systems inject fuel and N2O together in a nozzle. So in theory your would use the stock tune and the extra fuel is injected by the nitrous system. Dry systems rely on the fuel injectors and computer to provide the extra fuel to keep a/f safe. There is no such thing as a safe nitrous system dry or wet. Equipment malfunctions, it might not happen very often but it is a fact of life. The only thing you can do is be prepared with the appropriate safety equipment.
I have purchased a wideband O2 sensor so a/f can be monitored especially during N2O use. I also have a predator that will allow me to make changes to the tune as needed. Here is a list of what I bought:
NX wet EFI kit
Purge
Bottle heater, transducer, & gauge
Fuel pressure shutoff switch (hobbs switch)
MSD digital window switch
Dynojet wideband commander O2 sensor/gauge
Autometer Dual Gauge Pod
AWSFA-12C plugs
180 deg thermostat
Diablosport Predator
Thats a lot of money but a new engine is more... Thats my philosophy
Now remember N2O + not enough fuel = $$$$