You shouldn't expect any big gains by just adding or replacing one component. Generally headers, cams, etc. compliment each other to create overall power gains, when they're properly matched. I did the research before buying my cams, and I knew the Hot Rod cams wouldn't make the power that a set of cams that require a valve spring change and disabling VCT would make. I'll admit, I was primarily after the "hot rod" sound, which is what the narrow lobe center angles of these cams give you. And it also didn't hurt that I got a killer deal on the cams, followers, and lash adjuster kit on ebay.
I also have the FRPP intake, and yes, there is a hole in the lower end of the torque curve big enough to drive a truck into, but that's one of the trade-offs for increased upper mid-range and top end power.
Bottom line is I feel that I got the results that my research into this parts combination suggested I would get, and I love the way the cars runs and sounds. As for cold air intakes, at the level of tuning my car is at, my CAI is probably a waste of money, and the only reason I have one is because it was parts of a package deal with the X4 tuner.