It sounds to me like your in a very dusty environment down there in South Australia Werner.
If that is the case, then air filter replacement every 10000Km is normal.
To answer your questions,
Yes, I noticed a small difference in fuel economy when I fitted a snorkel to my van.
I also noticed a LOT more induction noise and resonances whilst driving.
I found that the filter didn't need to be cleaned so much, though I still checked it every 5000Km.
The biggest improvement was the consistency of power, before the snorkel I would notice that the van wouldn't go as well, after the snorkel was fitted the hot days hardly worried it at all.
After market filters for the Hiaces are available, check eBay, its a great place for a bargain.
Get all your part numbers from ToyoDIY http://www.toyodiy.com/