While sitting still idling you might get a little warmer air, but as soon as you start moving it'll get just as cold as ambient. I have a scangauge II so I can monitor intake air temps and I've watched this effect on a few cars.
The more profound effect comes from having a longer intake tube. The length of the tube will effect your powerband and a longer tube will give you better low end power without sacrificing hardly any top end power. Autospeed.com has some real good articles on this, here are a couple:
http://www.autospeed.com/A_107749/cms/article.html
http://www.autospeed.com/cms/A_1379/article.html