A lot depnds on the power you are running, what ecu (MAF less) etc. Panel filters are good up to 350/400BHP depending on model.
I run a cone straight off my intake hose with a cold air feed up from the front fog, this is a common setup although I use a different shape filter to many as mine does not bend back under the I/C hose due to the routing of my I/C pipework.
You can get cold air intake that locate the filter in the inner HDI/APS etc. however these can cause restrictions in flow, particularly if you do not fit a large enough filter into the inner wing void.
Best Pic I have, sorry
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2005 Spec B 6MT - KiDO tuned (~270Bhp)
Custom exhaust - Cosworth filter - Samco Intake - Tints - Bilstein B8/B6 & STI springs - SuperPro ALK - Whiteline positive shift kit, rack mounts, rear adjustable camber bushes, front ARB mounts & strut brace, 20mm rear ARB with AVO mounts, - Hardrace Gearbox and pitch mounts - Prodrive PFF7's - Front Brembos - Kenwood CarPlay - 1/2 carbon grille - STI front splitter