wtf i swear i just wrote a reply like an hour ago, it hasnt shown up lol.
D-lew - Cold air intakes usually only have piping in the engine bay and then the filter is located in the fender/wheel well etc so they don't usually take in warm air, your thinking of a short ram intake which is in the engine bay and if it doesnt have a heat sheild can suck it more heat then cold.
Building the engine is a good idea. Get the head ported and polished etc. Upgrade your cams, smaller and lighter pulleys, other lighter parts etc. Bigger injectors. If you going to go manual get a upgraded clutch, this should aid in shifting etc. Just research some car forums and on the net you should be able to find some good info on mods.
You could also consider building your own turbo kit, this would include getting all the parts, welding and bending piping to fit etc. It can sometimes be cheaper but is usually harder. But if you cant find a kit and want to go turbo that is an option.
Trans swap to manual would probably be expensive. It would involve quite a bit of modification. Install of clutch pedal, manual gear box. It wouldn't be bolt on and go.
also if your going to go turbo you going to need to eventually upgrade stock internals as the stock internals are not made to withstand the extra stress a turbo would put on them. And if you add lots of power then its a good idea to upgrade brakes, with all that extra power you going to need some extra stopping power.