I'm surprised... that for car people no one has mentioned K&N. Hands down, best intakes on the market. Not only proven on the dyno, but also proven to be the best "filter" on the aftermarket. Ask anyone who has run them, imports or muscle.
Sure allowing more air in makes more power, but allowing more dirt in with that air is slow death. Injen and AEM are two of the worst when it comes to actually "filtering" the air that they allow into the engine, HKS is bad too (Apex'i and Blitz are not far behind, not that they make intakes for MS3s anyway). Granted the cleanest filter, and most restrictive, will be the stock paper filter. All things considered, I'll be spending the extra $ on a K&N SRI, and removing whatever brand CAI the previous owner installed.
Silver Estasy is closer to right on this particularly regarding cost and the use of K&N filters on other manufacturers products already on many of our MS3's. Let me begin by saying I am a huge K&N fan and run K&N filters presently on every other vehicle I have (my wife's Volvo, my Nissan Armada (full K&N CAI) and on my CJ-5 off road Jeep. I'd even put one on my 5 cylinder diesel Kubota tractor if they made one that would fit. Fantastic in high dirt, dust environments.
But let's not be a fanboy of K&N, just because it makes a good product.
First, let me say that the MSCAI and the AEM (AEM makes them for Mazda) did initially come with K&N filters, as does the Injen. AEM and Mazda switched in mid stream to the dry flow filter. I do not know if it is "better" than the K&N, but I can say that it does filter well and flows well. There has been no demonstrable difference in power between the early and later MSCAI's (assuming that both do have an air straightener in the pipe ahead of the MAF to address the turbulence issue).
K&N came late to the game for our intake (other than the drop in for the stock box, which does not fix the real problem there - restrictions in the box itself). Many of us could not wait for K&N to get around to developing their product. If they had been proactive and aggressive in addressing our admittedly small market segment, maybe I'd be here singing their virtues. They do make very high quality products.
My guess is that K&N's claims for gains are very consistent with those reported for the MSCAI by the car magazines (Car and Driver - Road and Track) for hp gains of 20 or a bit higher, and corresponding torque gains all across the power band.
I find the K&N filters do last a lifetime. They do clean easily. They do not foul the MAF sensor unless you are an idiot and over oil the damn thing. They do not need to be cleaned except once every 50,000 miles. People clean them way too frequently. Pig dirty they will outflow the air mass needs of our engine. I can say all these good things about them, having used them on many applications for over thirty years.
Does this mean that the AEM dryflow filter is not as good? No. I repeat. No. It has its own advantages, is easy to clean and filters as well, except maybe in high dirt, dust, off road conditions not likely to be experienced in the MS3. I do not expect it to last as long, so I may chose to either replace it with another dry flow, or may get the equivalent size from K&N and be done with buying filters.
I'm not a fanboy for any brand. In closing I will say that for many who go the cold air route, the K&N product seems to be the type 69 which is a slightly longer tubed SRI, IMHO. The one I saw does not reach down into the cold air coming from the left front fender area. It has a "shield" but it is still up high in the engine bay and subjected to the same heat as any other shielded SRI.
So, if it is just a slightly longer SRI with a shield, it is terribly overpriced. That's just my observation. The type 69 also uses the top of the hood to close its shield into a type of airbox. On other applications I've owned this makes for a very loud intake, probably even louder than an SRI, because the shield acts to direct the noise upward to the hood which acts as a sounding board. I had to put a LOT of dynamat on the underside of the hood over a type 69 Typhoon on another vehicle to be able to hear people talking inside the car.
Just trying to be objective. Has K&N marketed an intake for us that actually extends out to the space in front of the fender well, or is it just a Typhoon design? That might change some of my opinions.
Final note to OP: Just keep whatever CAI you have and put a K&N cone on the end of it, save a lot of money and be happy too.