When you order your KB you will let them know all the details of your setup and they will cod ethe chip accordingly. If you add the CAI after the fact you shouldnt really need a new tune. Sounds like KB has spent a lot of time with a cobra on the dyno so Im sure there chips will be solid, but likely over conservative as well. Nothing wrong with that if your just a cruiser, but if you want more consider another tune.
I have done 3 mail order chips for my blown F150, one was with the stock fuel system and I could tell the A/F was mediocre at best. Once I went to a 90mm MAF and #42 injectors I needed a chip just for it to run. My first chip was way fat and throwing codes (done via mail order) and shifting was sloppy and weak. I went with another tuner (once again mail ordered) and performance increased by 15HP at the wheels but was still fat. I sent chip back for a reburn with dyno data and truck wouldnt even run with rebuned chip. The moral of the story is mail order chips are going to be mediocre at best and you may have some down time. I would always recomend finding a good tuner and getting him and the car together, it can make a world of difference in the tune you end up with.