Most exhaust shops can mandrel bend a 2"-3" diameter piece of ss for you, then go get it polished, and stick a cone filter on the end. That said, it probably won't be any cheaper/better then just buying one from on of the billion companies making them, unique...maybe.
I have a P-Flow witha custom heatshield. The template for the heatshield is actually the bracket too. Here's the template in PDF format. Right Click and Download link to disk
All you need is some sheet aluminum and some bolts. After that all you need is a K&N Filter with a 3" hole.
Most people will tell you that most CAI's are the same. They all do basically the same thing, I think the only difference would be the actual ail filter part of the CAI. I would personally just buy one pre-made. If you do believe one is better than another, you have to figure that companies who have lots of money and cars to use to make/test these CAI's will probably be able to make better ones. It will weight less too if it's not SS.