There are a couple ways to approach a heat shield. You can build one out of almost any material, but keep in mind that heat shields are more prone to heat saturation than moving the filter location completely. The easy solution to that is build a double walled box with some light insulation between the layers.
That said, Aluminum or Galvanized Steel sheet is very easy to find, relatively inexpensive and both are very easy to work with.
You don't need to have a lid on it like the one I posted a pic of. You can make it tall enough so that the hood closes close to it and use foam or rubber weather strip to create a seal between the hood and the box.
Use cardboard to prototype it all out before you start cutting and bending the sheet metal. It's easier to work with and dirt cheap!
As for the MAFT Pro setup. I'm far from done. As soon as I have the cash I'm going to pickup a wideband and start working on tuning it. Everything else I can say about it has already been said in my writeup. To put it simply the difference in responsiveness is huge. It definitely feels like I've gained some power as well, however without dyno results, I'm not going to flat out say that I've gained any.
The MAFT Pro install puts me MUCH closer to finally dropping in a turbo (yes, that's my end goal). I still need to setup timing control and get the turbo sitting in my closet rebuilt or replaced... along with picking up a manifold and getting an oil return put in the oil pan.
If you want more info read the writeup I posted.
If you have any questions after that, let me know!