Cone filter and cold-air intake kits flow great amounts of air through their cotton or foam filters. But to keep contaminants, dirt, debris, and dust out of the engine the filter must be oiled. The oil helps grab the finer particles and prevents them from entering the engine. The oil also works to keep the filter material pliable because a dry filter will eventually crack and break apart. Cone filters must also be cleaned at least once a year. If it's full of debris or an oily sludge it will not flow nearly as much air and any power gains you had will be significantly reduced. Air filters must be cleaned with their own proprietary brands of cleaner. Mixing cleaning and re-oiling agents is not recommended by each filter manufacturer. aFe filter cleaning: click here. K&N filter cleaning: click here. ITG filter cleaning: click here.
Any time you take the filter out for cleaning you should also clean the film in your HFM / mass air sensor (if equipped).
