First thing first.. you're going to want to modify the internals of your airbox ( guttin out the dreaded air resonator ). I don't know which year they've changed or may have added them in, but I know its been done on 95SE and 97SSEI ( haven't looked at Muffins new 00 SSEI yet ). They are fastened on by dreaded plastic anchors that I can't pop off.. so the trusty dremel with cuttin bit came in handy.. simply shear it off ( and smooth out whatever leftover there is in there ) this also helps utilize more of the air filter since if you have the original filter in there and it'* old.. you'll notice only a black ring area thats been used to filter since it'* the only way the air could enter. Then as Mighty Mouse said
to get a duct ( or even dryer duct no bigger then 4" ) and duct if.. pending on your trim and placement of your foglights.. you could either route in SE to either just above the foglights ( on the 95 there'* a big gap above the foglight ) or route like Deathrat did.. for the SSEI guys however.. you can route it to the little opening space under the fog lights fin closer to the driver side.. hard to explain but you'll know it when you see it.. between the fin that hold the foglight and the rest of bumper is an openin where the air just hits what seems like a wall ( and doesn't rob air from the rad ).. route it there to get ram-air affect ( as I notice improvements over 80kmh ).. the best part is when it rains.. just simply tuck it underneath the bumper so water doesn't get into the airbox and it take only a few seconds to put it in and out. It may no look pretty so if you want to spray bomb it to match your car that'* your discretion..
On a side not for 95-97 for sure.. the hood sensor ( that chimes the internal bell if you're hood is ajar or not ) will need to be moved to a different spot closer to the radiator by simply drillin a new whole and pop it back in.. the sensor/switch will crimp some of your pipin and get in the way if you don't move it