The best setup is a box that is sealed from the engine heat but has an air inlet from outside somehow. This is how my truck is set up currently, just some 4" tubing with some silicone connectors and T-clamps, resting on the secondary battery tray from SloshTubz (ignore the blue tube, I'm going to paint it black). I plan to either build a box from sheet metal or aluminum to go around that or cut up an OBS storage box I have. It will have 3 sides and a lid, but stay open toward the front and pick up the hole in the radiator support that the original intake tube attached to.
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Unfortunately, there's not an off the shelf, bolt in cold air kit for these swapped trucks. I've also seen guys use the stock airbox from a 99-07 truck with some tubing and couplers. For the filter itself, I stay away from K&N, the oil can foul out the MAF sensor. I like dry filters. I've used many different brands, as long as it's dry.