I would check Ebay or local performance/speed shops. The local Pep Boys here sells them, however, they don't have them for all makes and models, just seems to be certain ones.
The programmer modifies your ratios in order to make the car work harder at regular circumstances, so that you optimize horsepower. It's hard to say specifically what different things will change, as various programmers have different protocols. However, you will most likely notice an increase in horsepower, but a possible decrease in fuel economy.