Nitrous oxide if used to cool the intake air would have to be injected into the motor.
You can set it up where its just a slight amount, enough to cool the air and no worries about leaning out the AFRs.
But a more economical route is methanol injection. Its cheaper and does the same thing with better results.
CO2 is only used to spray on a heat exchanger...its temporary and only used in extreme cases where a little more cooling is needed. Basically you are freezing the heat exchanger to just do one pass.
The best option is to have an efficient (high-quality) heat exchanger, big enough water pump to circulate the coolant. The remote trunk tanks and such are only good for race cars...for a street car, once the coolant is heat soaked, you are in the same boat as everyone else. But it will take a lot longer to heat soak all that coolant with a trunk mounted system.
With air-to-air systems, make sure to properly size the intercooler to avoid pressure drops. Just because its bigger doesn't mean its better.
I say keep it simple and avoid the complex systems with 20-30 feet of hoses that could lead to leaks, etc.
The first question you need to ask is what are your current intake air temperatures?