The cold air intake replaces the stock air cleaner assy. from the factory to reduce intake restriction and create more horsepower...allegedly. Stock air cleaner boxes are more than efficient for most drivers. For continued, high RPM driving, the aftermarket intakes and air filters will typically show power gains over the factory stock system. For those aftermarket systems that use oil-coated cloth air filters, oil contamination of the mass air sensor's hotwire can be an issue. Also, many let more dirt into the engine compared to stock filters.
The 2002-2003 Maximas were the last built in Japan, which is a good thing for you. Their 3.5L VQ's don't appear to have the upper timing chain tensioner problems of their US built variants. Being at the end of that model series, most of the "bugs" had been worked out of it. Other than some issues with brake rotor pulsation, I don't recall any major issues on the 02-03's.
Maintenance is routine. Follow the manufacturer's service schedule for your mileage, listed in the owner's manual, and you'll be fine. You may want to have it checked over for any existing problems by a shop you trust being that you just purchased it. Also, you are best to stick with genuine Nissan or OEM parts, such as NGK spark plugs, Bando or Nissan drive belts, etc. If you have an auto trans, stick with Nissan Type "D" ATF or and aftermarket ATF that is specifically Dexron II compatable, like Valvoline's MaxLife ATF. Dexron III/Mercon has a thicker viscosity and tends to cause valve sticking in the valve body. While the VQ35DE will run on regular fuel, I believe premium is recommended and you may experience better performance with it.