Absolute best performance you *may* get from a true cold air intake....I'd recommend CPEs. IMO, your best bang for your buck is the Cobb SRI. It's only $175, it sits right in the engine bay so cleaning/replacing the filter will be super easy, and the install will be much easier and quicker. You might lose out on 1 hp or something...but seriously I've had both a CAI and SRI and difference is negligible. The SRI sounds better in my opinion...you can simply hear the turbo better with the shorter pipe. Ask anyone, you really can't go wrong with the Cobb SRI (SF Intake).
As for downpipe...Yes if you replace the stock downpipe and mid pipe (some downpipes replace both in the same piece), theres definitely power to be had. I'll say in the ballpark of 20-25hp at the wheels or so. Intake is around 15-20. All depends on the dyno and other conditions.
Downpipe will obviously be a lot harder to install, but I don't know how good you are with working on cars and stuff, it may be no problem to you.
As far as warranty.... they way it works (or should work...if you dealer does otherwise they are full of s*** pretty much) is if you have an aftermarket part that is directly responsible for the problem you are having they can deny your warranty. If your MAF (mass air flow sensor) goes bad on your intake, if you take it on with a Cobb intake...they may say sorry we can't work on it/replace it. But you should be able to put the stock airbox back on and they should work on it no problem. I would try to diagnose the problem before you go in (unless you have no idea), and put those parts back to stock, if required. I went in with my intake/full Turbo back exhaust, springs, etc. and they didn't say anything (or they didnt even notice hahaha).
Hope this helps, if you're looking for an install guide for the downpipe or have any general questions let me know and I'll try to help the best I can. PM me your email if you want a copy of Corksport's downpipe install guide...has a nice step by step procedure pdf with pictures.
