There are several options available for retaining the factory ECU. One of the biggest benefits for retaining the factory ECU is the retention of A/C. Many companies offer a reflash of the factory ECU. All options require socketing the ECU to accommodate an external board that contains the ROM tune.
Calum Daughterboard - Calum Johnson offers a custom daughterboard for limited applications, including OBD I based 240sx engines. These are the stock engines in 91-95 240SX cars. These particular models use what Nissan calls a "consult" port, which is how a dealership would read the codes and communicate with the ECU. Calum's daughterboard plugs into the consult port and gives you a serial port interface that a regular PC can use. Then you need some software to use with it; there are many free software options such as CalumSult, ECU Talk, Nissan Data Scan, TunerPro RT, and many more. There are also software options that are not free, such as Nissan Data Scan, Datalog Viewer, TECU, and more. Depending on the software, you can swap programs in the ECU, or log data from the ECU, even adjust the ECU settings (such as timing and fuel flow) in real time. Cost - $350-$375
JWT- Jim Wolf has been in the Nissan game for a long time. Their re-flashes are considered to be very conservative, but do provide performance gains. Cost - $500
RS-Enthalpy- Considered one of the best re-flash services available. Each reflash is tailored to the modifications that have been made to a particular car. Cost - $500
Hybridynamics- This is a new service (NOV 06) being offered by this company. They have been involved in the Nissan community for quite some time and have a sound understanding of the 240sx. Cost - $500
For the DIY type guys there is the BikiRom Megaboard. These are similar to the CalumSult option, but are arguably more complex and difficult to tune. This requires some knowledge of electronics as the ECU must be socketed and a bit of wiring must be done. Most electronics repair shops should be able to do this if you are unfamiliar with soldering. The biggest advantage for spending the time with the BIKI product is an in depth knowledge of how an engine works. Additionally there is no need to wait for a new chip in the mail. Base tunes are available to work from. Cost - about $800 USD (varies with AUS exchange rate) with boost control option.