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Your probably going to get a lot of feedback on this. When I just got my '04, I drilled out the fog light inserts while opening up the stock filter housing. Later I went for the Vararam which has worked out well and replaces the fog light housings.
There is aftermarket housings that you could install as well as shroud covers which will require cutting of the shroud. I'm not sure all in all if its worth it though.
A friend with the typical Blackwing set up is doing real well on the street and strip with no surgery.
The fog light modification is probably the most common manner to achieve cooler air into the filter.
If you can find an original SLP "Ice Box Cover", that would be another. It's a plastic cover that fits over the "Blackwing" filter, isolating it from warm engine bay air.
You have to cut a sufficiently large enough opening in the radiator shroud to make the set up effective...drawing only cooler air from beneath the car.
The covers have been discontinued by SLP, but some sources still have them. They are not inexpensive.
The downside is if you ever decide to remove the set up, you have a hole in the shroud. That can be remedied with a new shroud or a sheet of ABS plastic...
I had a blackwing on my '01 and cut the radiator shroud; car ran horrible, attributed it to the drastic differences in temps (hot on top of filter, cold on bottom)...