There is a video on youtube with some guys taking a fresh from the truck speed3 and put the AEM CAI in it, before and after dyno runs. The results: +29 wheel horse power, 30+ ft. lbs. torque, and it revved and held power until it hit the limiter. Get a boost gauge and the whooshing/vacuum cleaner hose sound starts to pick up at about -5 pounds (still drawing vacuum), and gets truely loud, with a whistling component at 8 pounds of boost. Before, it takes a noticable amount of time to go from suction to buried in the seat, with a cai its about a second.
By the by, for the volume of the sound, its louder then stock, BUT much quieter then a sri/hai. my buddy had a sri/hai in his maxima (until he traded it in for a fully loaded M3...bastard) and I remember it being, well, almost annoyingly loud, with lots of pulsations. Dunno about the 3 with one, but seeing as it is a inline 4 i would imagine it is.
As for dealerships, try Malloy in Hoodbridge, last time I was in there with mine I had to explain to the parts guy that I already had the MS CAI, even if it did have a big ole' AEM sticker on it.