I know what you mean Lozz however my insurance wont allow me any engine modifications so haven't bothered with the filters.
I wouldn't put the air filter intake in the wheel arch as your more like to suck up more dirt, grime and water there.
If your thinking of fitting a bonnet vent, then that would be an ideal way to get air to your filter by channeling the air to the filter.
You could use the existing air intake behind the slam panel.
OR
My method was to fit a narrow rectangular air pipe, which was no more than an inch heigh and three inches wide and screw it to the bottom of the bumper. Similar to what some vacuum cleaners have, then attach a hose to it and cut through part of the bumper underneath, not noticable and up by the side of the intercooler and to the airfilter. But this was an idea, never actually went through with it.
You could always remove the foglight if you've got a HLX bumper and fit the forced air induction system there.
Joske