Hi Swede,
Check out www.galilmc.com
Loads of info there. Also, they have some servo tuning software, which I have attempted to use. At least it graphs the servo response to real time sampling, to allow you to see how your settings work. Most likely their software only works in combination with their own motion control cards, but I wouldn't swear on that.
I have tried the automatic tuning routines. However, in the end, I have always ended up tweaking the PID values myself. Once you find the right ballpark for the values, it is easier to tweak, so at least the auto-tune helps get you there.