a canned tune is one the programmer comes with. a custom tune is done by a shop who custom makes the tunes specifically for your car. usually using a dyno and a computer. you can get a "max power" tune, a towing tune, a fuel economy tune, etc. there are more people on here who should have more info. sctflash.com is for sct tuners and they give you locations of some shops that sell programmers and do custom tunes
I used a couple of custom tunes from a place that I found on the ford F-150 forum for my SCT programmer on my 06 F-150. It only had a full MagnaFlow dual exhaust on it. I could tell a nice difference. Not huge but with the "power" tune loaded up, it made a slight difference.
I told him my mods, then sent him my SCT tunner, he loaded up the tunes and sent the tuner back to me.
I could not tell any MPG gains with the "economy" tune...after about 3 weeks, I never used it again, waste of money on that one. The "power" tune did not seem to effect MPG much either way.
I would guess that with a good exhaust, intake and header all installed, you would see some decent results with the new tune. The best thing is to actually take your truck in after the parts are installed and have someone put a custom dyno tune on your truck. Then you KNOW you are getting the best results. Its pricey though and good shops could be hard to find.
Good luck.