I've had your same question on cold air intake and have been told the 1999 stock is a good as you can get. I bought one and can't believe the size of the filter. You might see what choices there are out there for filters, I'm putting an Amsoil on mine.
So far on my project, I have new injectors, new glow plugs and 4" exhaust. I have not had any real time yet to drive it, but what little I have, the difference is startling. I'm well pleased.
Performance chip and intercooler next. They are here but not on yet.
1996 K3500 Silverado long bed 239,500 miles
4" exhaust
Kennedy towing performance chip - installed 12/18/2010
EGT gauge, transmission temp gauge, boost gauge
1999 air box
intercooler - on the ground, not installed
Amsoil bypass filter - on the ground, not installed
Kennedy fan clutch - in the future