I have a pipercross panel filter and haven't noticed any difference apart from hearing a bit more whistle from the turbo. May have also improved the noise from the back end but I already had the filter in when I changed the exhaust. This didn't bring any engine light on though and the car runs very happily.
On red barons point of induction kits, I fitted a japspeed and this threw up a running rich issue and the engine light on mine. The car ran like poop so swapped it straight back. However, I know of a couple of people who have fitted k&n induction kits and have had no problems at all.
I would stick with the standard setup and if you want more power, save up and do it all along with a remap in one go.
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