To anwser your other question, a couple people have ran hoses from the front of their car to the filter area for cooler air. However, if your aftermarket intake system has a heat shield already then there is really no need to go to great lengths to cool the air more than it already is.
Theoretically the Ideal Gas Law says that colder air (at constant volume and pressure) will contain more molecules of oxygen then the same sample at a higher temperature. HOWEVER, a Cold Air Induction intake has not (to my knowledge) been tested on a dyno in a direct comparison with an ambient-engine-bay-temperature intake.
We have compared, for example, the dyno results of a 'hot' MAC to a 'cold' K&N intake and the results were very similar (about 6 hp+ on gen 2 explorers), but this is a comparison of 2 different intakes, so the actual results of CAI are mostly unknown until we compare say a K&N with the shield to the same model without.