YEs a CAI is a GREAT place to start but do not get the K and N, go for the FSWerks, much better and it's been proven by many members on here to be perfect.
There are a few that have run into lean problems with the K and N.
Duratec Crew #59
2008 Red Coupe S Mods: Steeda SRI, Massive Strut bar
FSWerks:SCT Tune, 91 OCT, 2.5 inch Race Exhaust, Duratec Engine Cover, Came Wrinkle Black but painted Vermillion Red
2003 VW Golf GTI 20th AE Too many mods!!