I have a Dinan CAI on my 4.4 other than an X pipe/ resonator delete, that's all I've done.

The power gain is prolly minute, but it looks cool and does sound nice.

Fuel economy is worse, but I tromp on it more.

On my 3.0i I do have the K&N Lifetime performance air filter, so far I have washed it a couple of times and it seems to work great, I have heard of the MAF sensor issue so far I have not had that problem, I do notice power increase or just better throttle response, its obvious the BMW stock filters are very dense compared to the K&N so that could be the slight imrovement I feel
I have had it almost 2years now would definitely recommend it. Just follow the cleaning directions to the letter to avoid any problems