I've read that gas engines are most efficient at high temps as far as economy...probably why they run them so lean nowadays and use higher temp thermostats to reduce emissions and improve fuel economy--but to gain the most power,cooler intake air does allow for a denser fuel mixture which will make more power...guess diesels are probably the same?..
Only seat of the pants improvement I felt on my 6.2 was after I installed a new air filter...despite the old one looking clean,it did make a noticeable difference...not a huge one,but noticeable...if I put the j code intake I have for it on I'd probably notice a big difference,but I've balked at doing it because the injector pipes will break when I go to remove them,they are really crusty--I have good used ones to replace them with,but I figure I may as well get every last mile out of the existing ones...