I have heard of one person that made their own cai by convincing a local muffler shop (like Midas or something) to take some 2 inch aluminum exhaust piping, cutting it the proper length and then bending it properly. Not sure how he created the link though (maybe bought a pop charger and welded it to the pipe or something??) since you would need to 'hire' a welder to make one so it bolts in place (that's not cheap, welders are basically blue collar doctors, rofl, no offense to any welders here, just that the lack of them and the skill required tends to make a good one not very cheap). As for the filter, you can pick up the k&n cone filters at just about any Pep Boys or Autozone or anything like that in your area most likely. Personally I'd just buy one since you can get them from anywhere around $60-200+, probably the cheapest is still cheaper than all that trouble.
As far as legalness of a cai, it very well may depend on the state, but I just put a Stillen CAI on my 97 se-r (god I love the sound) and did emissions testing and it passed with flying colors...it also now seems to fly, just need to add more colors..yeah yeah, bad joke...it's late
BTW, I live in Georgia which is not very strict on emissions, not sure where we rank in the country on 'strictness' though.
