I run one. Sounds good. Don't know how much power it gives on its own thouh. Probably very little to none, just like all the rest of them.
With the rest of the stuff they add to the package, you should see some nice gains though. You could also piece together your own package for cheaper but I suspect there's a little additional value in the Hennesey stuff when you go to sell. I think they keep the warranty in tact as well.
For my money, I'd spend the bucks on suspension. The truck has plenty of power.
I wouldn't use the Hennessey intake for serious offroad. If I'm lucky enough to make it to the Texas Raptor Run next year, I plan on just using my stock airbox. I really want to do at least RPG Stage 3 before I get to beating around on it too much though. If you've got the money to do both, great. If you don't, I strongly suggest you spend the money elsewhere.