I saw a filtration vs. hp test done on a Skyline on some website but I can't find the link, but I remember the results:
K&N Conicle Filter = +14hp
Apex'i Intake = +14hp
Blitz SUS = +13hp
HKS Mushroom Filter = +10hp
I ordered them in best to worst in filtering. They put dirt in front of the filter and a cloth behind each filter to catch what passed through, the HKS passed the most dirt through and the Blitz passed the second worse, they looked both just as bad, but the HKS had a little more dirt. The K&N and Apex filters passed barely any dirt it was almost not noticable.
I went with the Apex'i unit, it fits nicely, and the "heat shield" I think is more of a rain shield. It's pretty easy to clean, just go to a tire filling station at a gas station and blow the dirt out of it with the tire filling thing. The only spot I had dirt build up was on top where it could hover, but most the dirt would just fall out of the filter when I took it out.