To be brutally honest mate - either have their own benifits and disadvantages.
a panel filter if upgraded will suit you fine at stage one - I believe mk5gtian can shed some light on figures - and good if you want to keep everything looking oem
a intake at the right price can be a worthwhile mod - if your not into spending large sums of money for intakes then its probably not the route to take, or your best of waiting until a bargain comes up.
Intakes make noise but only when your heavy on the throttle, some will make more noise than others on full throttle and driving around. The typhoon kit (and im not going to say its the best or the worse as already mentioned each brand will claim they'res makes more bhp on the rollers and has better quality etc etc) makes next to no noise on easy or gentle driving but put your foot down and like all other intakes you get a lovely nice shhuuuhhhhhhh and you can really hear the air being sucked it.
Like mentioned - at the end of the day its just a filter on the end of a stick - granted as im sure someone will say "oh yeah but its not just..." there are some science to making a quality intake such as the degree in the bends, how many bends, inch diameter of pipe, filtration level of filter etc etc yadda yadda but truthfully there isn't any real defining this is a better intake because it does xyz and is built from xyz with intakes - I suppose some people pay for a brand and others pay for a intake and then spend more money elsewhere which is fine and don't get me wrong some of the more expensive intakes like ITG are very very good at what they do - I personally would love one if they were a little cheaper - but then if you really wanted to you could just buy a intake tube and then a ITG filter seperate and put the two together.
with refer to your intercooler - stock is fine for stage 1 and even 2 but what I was trying to get at is that the air cooling or mainly done by your intercooler so the efficiently of a uprated intercooler out weighs that of a intake. although every little helps!