Heat Shields
This article is a work in progress, to show you that you can make an effective heat shield out of almost any material which is available to you. (within reason)
If you want to make sure that the air going to the filter is extra cold, you can create a cold air intake by fabricating something (ag pipe or similar) to direct the cool air straight from the front of the car to the filter.
Here are some pictures of heat shields submitted by club members.
Gagz
Skylinefreak
MuleR31 has a rather unique set up, which consists of 3 kinds of pod setups.
Open for summer, slight cover for light rain and full cover for real winter.
Summer
Light cover
Full cover