A CAI (cold air intake) replaces your stock intake, making it easier for you car to 'inhail' air by being less restrictive and other stuff. I bought an ebay intake for 45 bucks shipped. People are iffy about these, but it works for me and my wallet. And i can replace the filter it comes with with a good k&n filter but i don't have the money. They are really easy to install as well, took my about 35 minutes. If you open your hood, behind the right headlight there is a box, inside is your filter, then you see a tube from that to the resonator, the thing that says vortec on it. the resonator is only to keep things quiet, i took mine off. they don't had alot of power, but they may give you 1-2 more mpg, and w/o the resonator they sound great when you gun it.
I have a K&N CAI and a PCMforless tune, def do the tune worth every penny. Can't say the CAI did much for power but it made it a lil louder and wasn't too much $$ for me. I also just had the resonator (ugly can on the rear) hacked off and replaced with a chrome tip. Looks much better.
Once again I must say do the tune, wakes the TB right up and they are great people 2 PCMforless.:m2:
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