Will my CAI work better in the winter (with the cold air), assuming my truck is warmed up?

Cold air is denser. If your air intake system is getting colder air you have the ability to get denser/more air. Then the MAF sensor will mix the fuel to the correct amount of air needed/comming in.

Since we are talking theory here....

Gasoline is more dense the colder it gets. That means, since gas stations sell by volume you actually get more gas per/ buck than when it is warmer. So buy gas in the mornings and stick it to the man!

Materials(liquids and solids) that are in the ground keep temperature more constant. In the wastewater that I work with the temperature differance between summer and winter is not as much as people think.

But yes there is a difference......

Also, you may have noticed, if water pipes are underground, they rarely burst due to freeze, but if they are just above the ground (like under your house), they freeze and burst all the time. Just another illustration of how the ground is a good buffer against change in above ground temperatures

Ground below the freeze line stays about 50-55 degrees F. Now the freeze line will vary according to where you live. eg Florida ~6" below grade, Central Indiana ~18" below grade, northern Michigan ~2' below grade. Still my previous post is acurate, in theory. Regardless of how slight the temprature change is, it still affects the density of the gasoline. The difference may be incalulable in terms of cash saved, but that was not my point. ;)

Ground below the freeze line stays about 50-55 degrees F. Now the freeze line will vary according to where you live. eg Florida ~6" below grade, Central Indiana ~18" below grade, northern Michigan ~2' below grade. Still my previous post is acurate, in theory. Regardless of how slight the temprature change is, it still affects the density of the gasoline. The difference may be incalulable in terms of cash saved, but that was not my point. ;)

Oh, absolutely.