Sorry to burst your bubble. You're stock intake will inhale more than enough air for the motor to properly manage. You really won't feel any HP from a Cold Air Intake (CAI). To receive any worthwhile gain it must be combined with lifters, cam, exhaust.
What you will experience with the CAI is more intake noise making you believe you've spent your money wisely achieving more HP. Noise never equals power, if it did my wife would be president of this known universe. Look at the CAI HP gain charts. The HP gain is near the very high end of the RPMs certainly not were sane folks drive their daily driver. Also, there's this Butt Dyno Syndrome, folks believe their butt can feel the difference. What they did was press the gas peddle further making the Xterra move out more smartly. D'uh!
As for gas mileage, nothing you'll notice truly. Too many variables to consider, ambient temperature, wind, road grade, how far in front of you is another vehicle, how fast you're now driving the list goes on. If CAI produced more HP and mileage auto manufactures would, with today's gas prices certainly include them. You'd hear them screaming their advantages over TV, radio, the web, etc. You want better mileage, slow down 5 MPH, make sure your tires are properly inflated, dump the extra weight, etc.. CAI won't help, it's wishful thinking with tons of hype.
It doesn't get any more simple than that. How do I know, been there done that got that tee shirt; waisted way too much money. Place your money someplace else more worthy such as a $35 Idler Arm Bracket (IAB). Nope, won't help neither HP nor mileage but, it will keep the weak IAB connected to your Xterra.