K&N filters are ok.
But buying a K&N filter and mounting it on the throttle body on top of the engine wont give you more performance though. Im guessing you have the cone on top of the throttle body?
If you have, you need to buy some tubing and direct the cone to somewhere else in the engine bay- somewhere relatively cool with a supply of cold air, like near the grille.
The gsr kit has a piece of tubing with it, thats why its so popular.
You could buy a bob and make your own, or get hold of a rubber elbow. Then route the cone away from the engine using silicone or metal tubing. Theres a few possibilities, some will improve your performance, some wont. It depends entirely what your after and how much money you have to spend.