Without a tune, an air intake has no effect on mileage on modern cars either. In fact, even a dirty air filter will not affect your mileage. The PCM adjusts for the lower air volume by reducing fuel delivery. This will affect performance but not mileage (at least not noticeably). Both Myth Busters and Consumer's reports have recently reported on this. You can find other references online as well.
I've been measuring my MPG, I have a solid 3 MPG increase city and 2 MPG highway. This hasn't changed for 5,000 miles. Additionally I bought the CAI used - it hasn't been cleaned yet.
I also noticed a big improvement with throttle response at the pedal. I drove this car for 20,000 miles without a CAI. The throttle results may not be measurable without a tune but I definitely could tell a difference in my foot