You can straight pipe the CR TDI up to the DPF without codes, but it won't help measurable performance in the least. It will just be louder and not much at that. Same with the aftermarket intakes. No CR TDI has shown any appreciable improvements in performance or mileage after installing an aftermarket intake or exhaust in real world driving. Some claim improved dyno numbers (with the hood open) but that's not real world. Most aftermarket intakes are just like the ones for the Duramax and allow more hot underhood air in. Banks had a prototype intake that looked promising, but like most of their product innovations, it's only for Gale's person vehicle and/or it will cost a fortune when it is actually released.
I have looked extensively at my 09's intake and it looks like a really good design. I believe there is an opening to the engine side that could be blocked off to keep underhood air out.
The real gains to be had on the CR TDI are with a DPF delete/downpipe. Not easy to come by in the states but in Europe they are seeing some gains by getting rid of the DPF, in both power and mileage. That will also require a tune. I recommend Rocket Chip if you want to explore this route. He is about the best domestic tuner out there for any TDI. Also, I've seen a few PnP boxes for the CR's that would act just like the boxes for the trucks. It's a cheaper alternative and is undetectable by the dealer.
That being said, if you want the intake and exhaust for straight cool factor, then you will get to hear a bit more turbo and the roar of that 140hp monster when you push the go pedal.
I would love to go all out on my car, but since I've heard of quite a few injector pump disasters and VW being picky about fixing them. I'm gong to wait until the 50k is expired, then weigh my options.
Here is a link to a CR downpipe/DPF delete.
http://performance-diesel.com/index.php?main_page=product_info&cPath=0&products_id=6&zenid=5d6c249adf4ed997a9769d8bc2691fec
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