I saw an article on this that this guy just routed a case fan right to the CPU. Would this be hard to do? How much better cooling would I get? Would I use the duct to get it to an exaust fan because logically wouldn't the fan blow off of the CPU and then the duct would bring it directly out?
I'm assuming you're talking about routing air to the Heatsink, and not to the CPU itself. Routing air directly to the CPU will likely result in a fried chip. Direct die cooling won't work with air.
Ducts can be either exhaust or intake. Which one works best is going to depend on your sysytem. I generally have the best luck with exhaust ducts, but others have better luck with intake. The better the airflow through your case, the less difference there will be between the two. So set up your duct, and then try it both directions.
Ducts create some resistance to airflow. Ideally you want a large, straight, smooth duct. However, the easiest duct is to use dryer hose to connect your heatsink to the rear fan on your case. You can overcome the resistance by using a pair of matched fans, one on the sink, one on the case. Pay attention though, occassionally the fans end up interefering with each other rather than helping.
How much a duct will help depends upon the details of your system. I would expect a difference of somewhere around 3-8 C.