Just the filter on mine, no shield over the filter either - I bought it before they started offering the shield as an option. I've really only had one instance in three years where I would have felt that a sock might have been a good idea (very heavy rainfall). Generally, the roads I take rarely flood, and the filter element is pretty high off the ground, so I haven't bothered to get a filter sock on the intake.
I do most of my own maintenance, but if I ever had to take it to the dealer for warranty work, I'd just swap the original filter back on, it's easy enough to do. That said, I did have my dealership change the brake fluid while they were troubleshooting a minor brake noise issue, and they didn't mention anything about the intake. YMMV.