You don't need to worry about lag. The concern is pressure drop (which can in turn cause lag and heat). If you can do it without many tight turns the cooler air is only beneficial. Then your final intake charge will be the same number of degrees cooler as the air switching from near the exhaust manifold to ambient (can be quite significant!). Corky Bell recommends getting the air outside the engine bay. I'm guessing you have a smic, but I'm running my intake where the Hahn kits place their smic, one 30* bend from my turbo.

Joel Baldridge, ASE Certified Master Technician, Audi Certified Expert Technician