I'm thinking about a wintertime WAI on my VX. It should decrease warm up times by some amount... My volvo wagon had a "pre-heat hose." The air filter box has two inlets, cold air from the fender and hot air off of the exhaust mani. It has a spring loaded flapper valve (controlled by a small thermostatic valve thingy) that kept intake temps around 105df all the time.
You (or I) wouldn't have to get a WAI too close, just in the general vicinity of the exhaust mani for warmer air.
Additionally, if you went to a full underbelly pan, you drive train/tranny etc would stay significantly warmer. Just a thought. If you wanted to get really radical you could find a way to re-route your exhaust or a coolant lines back to the drivetrain.