A long cold air intake that routes out of the engine bay is always best for power, but then you also risk the chances of hydrolocking your engine if you ever went through some deep water crossings. If you want to keep the intake in the engine bay be sure to make or retrofit some kind of heat shield so that the hot engine bay air isn't being sucked directly into the intake.
I've had great experiences with AFE Dry flow air filters, now days dry air filters are the way to go since they don't need oiled like K&N, just wash with soap and rinse and it's good to go. These are also known to filter better than oiled filters but still have good flow. If you go to their website you can also custom make your own filter in any dimensions you want, so that comes in handy if you are limited on space or just want a certain size filter. Also FYI, I've seen people over-oil their K&N filters and it can actually damage your MAF sensor, so if you go the K&N route be sure not to over oil it.
With all that said, I didn't think it was worth it to pay a bunch of money for an intake that would have small gains and would need fabrication to make it worth while. What I did on my 2003 Isuzu Rodeo was gutted the airbox and removed the restriction pieces that go into the fender. You wouldn't believe how they reduce the inlets and such they put in there. I cut all that out and made it so the inlet still goes into the fender, but there are no restrictions and won't suck in hot engine bay air. I also added a drop in K&N filter for added flow. I can definitely tell a difference in noise when I give it gas, but can't really feel any difference power wise. I know it's a big improvement over what it was before though.
I posted a thread on the Planet with pics of how I did everything, i'm not sure if the VX would be the same but it's worth it to check it out and see if you can do anything to improve it.
http://forum.planetisuzoo.com/viewtopic.php?f=1&t=64333
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