I'm sure I've read that an S3 intercooler combined with a Forge FMIC is the most efficient system to run, especially on K04 cars.
Personally, I'm going down the route of an S3 intercooler along with Neuspeed intake and turbo discharge kits while running the stock intake (with panel filter). I have a K03 engine so no need for a huge air flow, just want an efficient one instead.