Here's a video I found (perhaps you all have already seen it) from some Aussies running a Nissan Skyline with factory set-up, CAI, no filter at all. They seem to be the Aussie version of Mythbusters. Interesting watch.

 

The temp of the air has less to do with it than the amount of air it is sucking in. If cold air made that much of a difference my car would go a thousand mph here in the winter.

 

Good point.