Best filtering is with the OE filter. A paper drop-in aftermarket filter like a K&N is relatively low risk, but there are no upsides, unless it is a lot cheaper. If you are considering the oiled foam style, save your money, it is a waste. Lower filtering performance and a risk of MAF damage due to improper oiling. Those manufacturers spend all their product development money on advertising campaigns, which far too many people fall for.

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2007 X3 3.0si, 6 MT, Premium, White

Retired:
2008 535i, 6 MT, M Sport, Premium, Space Grey
2003 X5 3.0 Steptronic, Premium, Titanium Silver
2002 325xi 5 MT, Steel Grey
2004 Z4 3.0 Premium, Sport, SMG, Maldives Blue