I have a 1995 Pontiac Bonneville SLE, 3800 Series II N/A

I have seen pictures of quite a few members in the past having a nice new intake with heat shield around it, and K&N looking cone filter. I want to do the same. I was wondering if someone could point me in the right direction of what parts I need, where to get them, and how they install... (and possibly the cost of these parts too)

Just look around a bit (The search function is your friend here).

The vast majority of intakes here are home-made (aside from the FWI'* used on newer Bonnies from Intense.

The usual filter of choice is a K&N cone filter RX-4750. Make sure you get a good filter, instead of a cheap knock-off. You get what you pay for. The pipe is usually found at AutoZone as a generic pipe that needs to be modified to fit. Along with that you'll need a coupler to attach the intake to the throttle body.

Just look around, and you'll find all the gory details. If not, just come back and ask specifics.