My first modification was an HKS intake.  I chose this intake mainly for how it looked.  Most air filters perform about the same whether it's foam or fabric.  HKS claimed that their foam filters flow more air than other types of filters and the performance only mildly decreased when the filter became dirty, as opposed the other types of filters in which performance fell rapidly when the filter began to accumulate some dirt.

The HKS intake is set up well with everything else in the engine compartment stock.  The intake bolts up with brackets that come with the kit and the filters sit right underneath the fresh air duct to pull in the coolest air possible.  However, when I began to modify my engine I ran into a few problems.  The first problem occurred when I installed my ASP medium intercooler.  With the intercooler installed there is no room for the HKS intake.  I had to take off the brackets and squeeze the intake pipes and filters in the small area that remained next to the intercooler.  The second problem was caused by the lack of my fresh air duct when the intercooler was installed.  After I took my car for a spin, I noticed my intake screens that hold the foam filter into place was hot to touch.  I also noticed the radiator fan was blowing extremely hot air directly into the filters.  To correct this problem without buying a new cold air intake, I made my own heat shield.  I bent the heat shield out of a relatively thin sheet of aluminum (about 1/16") which I purchased at my local hardware store for a couple of dollars.  The heat shield sits between the radiator / intercooler and the intake.  An opening was left in the small space between the radiator and the frame of the car when the foam piece is removed.  This lets cool air flow in from the bottom of the car.  After I took the car for another spin I checked the metal screens that hold the filers in place and they were relatively cool.  When the fan kicked on, the shield felt like it was blocking just about all of the hot air.  Constructing this type of heat shield is not very difficult to do and is not very expensive.  If you're looking for something to do to increase reliability as well as performance without spending a lot, this is it!

Approximate Performance Gain:

Intake - 10 -15 HP

Heat Shield - maybe a couple (more of a reliability mod)