Before I start, Brees is Better than Romo. Not a great deal, but better. It sounds weird, but I think Brees would do better than Romo on the Saints though not by much, but I think Brees would do significantly worse than Romo if he were on the Cowboys.
Romo has had many comeback drives in his career that won games. Romo has had even MORE comeback drives that have been STOPPED by our own team. As recently as Washington last week. So many times I've seen Romo drive down the field, only to have a WR stop a route short, the offense get some asinine penalty, or the defense/special team just ruin it. The Baltimore game comes to mind, TWICE Romo drove us down the field to put us in position to win and TWICE the defense allowed 60+ yard runs for TD (Back to back mind you, each after Romo drove us for a TD).
I feel Romo is BETTER than his stats show, and his stats are stellar. Our offensive line is terrible, and has been since Bledsoe. It magically went from crap to Probowl worthy and the only thing that really changed was Romo.
It's not Romo who needs to take it to the next level, it's this entire team.