I wouldn't fit a K&N cone type filter if that's what you mean. Firstly because the filtering capability is suspect (see many published reports on this) and secondly because unless you engineer a sophisticated inlet system you will be drawing hot air into the engine (less power) and risking water ingress (engine damage), as Wills has said.
Most of the top tuning operations suggest an ITG filter in the existing filter box. ITG seem to have a solid reputation with the professional racing fraternity and not just the Saxo brigade. So this is what I'm going to fit, and to see if I can detect any power improvement, I'm going to measure the vehicle performance before and after since real data always seems missing in these discussions. I already have a piggy-back performance chip installed so the extra air flow (if there is any) should lead to more power being developed.
Andrew