I run just a K&N panel filter in the standard air box, granted I also run an APR carbon intake which is purely for show, but that coupled with a cat-back exhaust and a DV+ sees me around the 250-260BHP (need verifying).
From looking into it about a year ago, many of the tuners argue that there's little need to swap out the standard air intake until you run a bigger turbo. So for standard GTI with a K03 turbo, it's not cost effective so I was lead to believe.