Unfortunately, a CAI will only give you a ridiculous ricer sound, and most probably you will not feel the difference at all...I agree that the car is some what slow.. and you get easily comfortable with the power in no time..But the car is fun to drive..hense "The Ultimate Driving Machine". I say BMW got real close to that with the E46 M..
Regardless, you can only waste so much money on bolt-ons before you blow the motor up.. And really, the best, easiest, and cheaper way to go about making it faster, would be to rip out everything you just spent a pretty $ on...I.E. nice leather seats, crappy flat tire kit in the trunk, radio, hood and trunk(replaced with CF), carpet, console, armrest..etc...
I agree with Pinecone..get it out on the track...You'll like it even more..