Wow. I wouldn't trust the Gregorys manual as far as I could throw it in this regard.
CFI and MPEFI are entirely different injection systems.
They run different injectors altogether.
CFI uses an injector that opens in stages. The ecu controls how much the injector opens which in turn changes the amount of fuel going into the manifold.
MPEFI uses a "normal" injector, which is just switched on or off, and the fuel pressure is controlled in a fuel rail.
Yes, CFI has runners to allow fuel/air to mix in the inlet manifold, but this is a disadvantage, not an advantage if you are talking about petrol. Fuel condensation is a major concern, which is why CFI is a heated manifold. MPEFI injects the fuel directly into the cylinder head, which allows the fuel mist to effectively go straight into the cylinder, allowing for a much more controlled mixture and therefore a much more controlled burn. That is primarily where your extra power comes from. Also, the fact that the manifold is not heated allows cooler air to enter the combustion chamber.
The way the idle is controlled is very different also. CFI uses a stepper motor which opens the actual throttle, and the ecu receives feedback on the throttle position. MPEFI uses an air-bypass solenoid mounted on top of the throttle body.
The ECUs are different because of the two above issues. A CFI ecu cannot work an MPEFI ISC solenoid, and an MPEFI ecu cannot work CFI injectors or ISC motor.
Fuel pressure is also different. CFI operates at 100 kPa, MPEFI at 200 kPa.
I did the conversion a few months ago and it is BY FAR the best thing I have ever done. Throttle response is so much better, power is really noticably better, fuel economy is about the same.
It is absolutely worth the effort to do it, there is a tutorial here: http://www.ford-tech.com/articles.php?articleId=46
Read that, and search around the forums. I don't think there is anyone that will say it's not worth it.