CAI (cold air intakes) do help a little in the 99-04 models. Not really noticable. I hear in the '05+ cars it helps more.

DO NOT fall for the things that claim to turn the air creating a vortex in the intake tube thus flowing more air. They are a joke. They are called Turbonators and Tornados. Waste of money. All they do is impede air flow into your engine.