I've seen and used a fair few different setups on my golf too:-
1 - standard airbox and paper filter (rubbish)
2 - Ebay CAI kit, gave better power but the filter was too close to the floor (most powerful by far, massively feel the difference but didn't fancy waterlock
)
3 - Ebay Carbon enclosed filter with cold air feed to bumper (too restrictive)
4 - Filter on the MAF and an ebay type heat shield, with a cold air feed (not bad at all)
5 - BMC CDA - too restrictive
6 - back to standard box but with pipercross filter and DSG parts (too restrictive)
7 - S2000 filter is in the boot and just ordered the silicone coupler - results coming toward the end of the week