Like Pat said, anytime you compress air, heat is a byproduct. The adiabatic efficiency of a compressor basically determines how much heat is added for a given compression - you can think of it as 'X' amount of heat per psi of boost if it is simpler.
Roots blowers are not very adiabatic efficient - they create a lot of heat. Thats one of the big problems with a Neuspeed blower or Jackson Racing blower that use Eatons on relatively high compression motors w/o an intercooler. So, a Roots type supercharger will need an intercooler more than a turbo or centrifugal supercharger given the same boost levels.
Los, no, turbos don't heat the intake air because of the exhaust. They are much better at keeping the intake charge cooler because of the typically higher compressor efficiency.
A CAI does absolutely nothing to cool the air after it is compressed. I have seen horsepower drop with higher boost levels because the compressor was way past its efficiency and it was only making more heat, not really compressing any more air into the engine. And I hope I don't need to tell you what happens when your intake charge is already super hot before it goes in the combustion chamber. Preignition, detonation, etc...
