do you have to have a cold air intake to make this work on the g35 or does it just connect like a stock one?

The Z's intake tube simply replaces the G's stock intake tube.

Here's a couple of pictures. The first one is the Z-tube connected to the stock intake housing. The second one is with a Z-tube with Pop Charger.

Yup the Z-tube or any tube of the sort (UTR is you want chrome/polished etc) is just a replacement of the stock intake tube that connects the back of the intake filter housing to the throttle body and plenum.

another question is do you really feel the difference?

Nope. This is a sound mod.

def a sound mod what ever route you take.............i went with injen

ok like i said i bout the ztube but next week im planning on getting the stillen cold air intake, so does that connect to end of the z tube, because when i look at the picture of the cold air intake it just looks like a one piece thing, and i really didn't want to waste the money if i didn't have to lol