well yes,
A filter on a stick or the ram air is only as good until the engine bay warms up, then its even worse, and you can lose performance and gas milage.
the cold air or filter in the fender wall is better because it recieves fresh air and as such is better for cumbustion.
now i believe the RAI (ram air intake) can also include a heatshield, but its still only there for looks.
go with a CAI (cold air intake) for better performance. watch out for sharp bends, as i have heard that it throws the maf readings off, and can throw a CEL. better to put the maf before the bend than after the bend.
I really otice the gains when i used to have an air box and silencer it was weak on hot afternoons. but now its like driving on a cool morning. And theres a nice extra bit of supercharger whine added in with the extra throttle response and extra gas mileage(minmal gains)