yeah only do pod if you want to change the induction sound and the look under the hood. cops love to see pods because it means mods to them which means defect potential..
No performance gain, just a personal styling thing. so your choice to do it or not, don't let anyone tell you one way or the other =)
K&N also do good pods.
Same with cold air intake piping, very little gain, and not usually noticeable,(maybe more at high power), so again only a personal choice.
I don't 'know' about vic law, but not likely to be an issue as its not really part of the intake system, only directs air to flow into the engine bay.
However, the above CAI requires you to use a FMIC which does not return through the stock holes, which frees up the space.
The heat shield is less a heat shield and more about looks again, and keeping things tidy. Also looks better for police, and helps keep the pod secure which is one of their problems with them.
Welcome to the world of import modding! You have many many many more hours/days/months of searching and reading to do, so learn to use the search functions and get comfy =)