As for a cold air intake, save your money. From what I've read while doing research into this, newer Toyota vehicles don't respond as well to cold air intakes as some other vehicles. Whether this is because the stock air intake is efficient or simply the way the computer programming works, I don't know. But I decided a while back (along with my friend who has an 06 Tacoma) that we'll spend money on exhaust instead. At least then we have some sound to go with whatever performance gains we get!
If you're interested in exhaust, you have a few options. The first option (which I went with) is the Borla cat back system. It's all stainless and has dual tailpipes that look really nice. It's not too loud and sounds pretty good in my opinion. I put it on when I had less than a few hundred miles on my 06, so I can't comment on performance gains, but it drives very smoothly and when I jump on it, man it really moves! I love the V8!
Some other options would be Magnaflow (stainless catback with dual outlet on passenger side of the truck), TRD (similar to the Borla setup), or a custom system, which a local muffler shop would do. The custom setup may not be the best choice due to the lower quality of exhaust tubing used, lack of mandrel bends, etc., but it could be cheaper if you're on a budget. Search around and you'll find many threads about each one of these options.
As for the bug shield, I'm in the same boat with you - haven't been able to find one made for the new front end on our 06s yet.
Good luck!