There is no gain power wise but the good thing is you can clean and re-oil them . So in the long run are cheaper than original paper throw away filters. But do not over oil them as the oil mist can coat the MAF sensor.
Taff did you dyno the cars with and without the K&N filters as this has been tested on bikes and some bikes actually performed better with the a new stock filter.
The good thing about K&N and BMC filters which I have fitted the later to my Hayabusa is they can be cleaned and re-oiled so saving you some dosh in the long run. The power gains some sellers tell you is way optimistic.
I tried a K&N in my Rio CRDi, it didn't seem to make any difference. Maybe with a tuning box you might see a more significant effect. Got worried after a week or so by how see through it looked, so went back to using a stock filter, but changing every 6 to 10 k miles, rather than 24. After 10k you do feel a significant drop in power with a stock filter.