I have tried 4 different set-ups:
1) Stock filter, stock air box, elbow in place
2) Cone filter from eBay on stock tube
3) Drop in K&N filter in stock box with elbow removed
4) Hot Shot chrome intake with chrome filter
2,3 & 4 all provide a great sound, although I'm not sure there was anymore power. Interestingly, the cone filter on the sotck intake actually robbed some power, as it was sputtering or missing on hard acceleration. No problems with the other alternatives, although I did sometimes get a bogging sound/feeling with the cone filters - like it was trying to suck in too much air and bogging the engine down. This happened at speeds where the VX didn't downshift under acceleration. Overall, I preferred all of them to the stock set up - and I'm sure it was just the perception and the noise!
I might also mention that I removed the screen while I had the cone filter from eBay. I didn't notice any difference at all after making this mod. Also, no check engine issues resulted from any of these mods - had a check engine light issue, but it turned out to be a defective PCV valve. Hope this helps!
"If you're not living on the edge --- you're taking up too much space!!"