cst99 is right... One made from metal takes alot of work to fab together. I was going to make a bunch of these for some people, but decided aganist it since it was so labor intensive.
Here's a library, hosted thankfully by Hetfield, that contains a ton of pictures that I have taken of my heatsheild. I used aluminum and I must say that it works really well. You would think it would bake the filter, in stop and go traffic, but it really doesn't. The filter is pretty much cold, to the touch, at all times.
My opinion... For the money, you would be better off getting a GMK intake rather just a heatsheild. That is unless you are willing to build one of these. Reason is, because the labor involded in making one of these merits the price at about what a GMK intake would cost. If you are willing to do the work yourself, I feel that you would get better results from this style heatsheild... hands down.
So all in all... it's a matter of what you are willing to do yourself compared to the money you are willing to spend.