the stock airbox IS a cold air intake... there is really no such thing as ram air, etc.
I have a K&N cone filter with no heat shield... it sounds ok but probably costs me 3-4 hp vs. the stock airbox, esp in summer. This was confirmed on the dyno in the grassroots motorsports issue re: the E30 318is.
In general, our engines breathe fine, and in terms of flow, the stock mahle paper filter was tested to be the best.
Our cars are not... um... hondas... more or less, they were designed with performance parts from the get-go.
(having said all that, rock it your way baby!!)