I want to replace the stock air intake with a performance cone air filter. Does anyone have a recommendation for a filter? I don't want a filter I would have to oil.

There was a performance filter sold on the site here that you didn't have to oil, anyone know what happened to that? Last I heard Lancer was working with the manufacturer to figure out why the connector has a tendency to tear.

   I always understood the stock air box was tuned to the engine which is why it has so much torque.

One of the reasons you oil the air filters is because it protects the element from airborne petroleum and chemical contaminants, as are found in automobile exhaust and industrial pollution.  These type contaminants cannot be blown out with an air hose, any more than you can blow out oil stains from your clothes.  Either you buy a filter that you oil with a special water soluble oil and then when its dirty, wash it out with the appropriate soap solution, or you throw it away like any other paper filter element.

Do not be fooled by claims of more power just because you change to a aftermarket filter.  Suzuzki designed the stock filter to be adequate for the engine in its stock configuration.  Unless you change the jets or make some other mods to the engine, you don't need more air and may get less power due to turbulence issues.  In any case, test links  demonstrate that more airflow means more dirt goes into the engine:

http://duramax-diesel.com/spicer/index.htm

I've not heard that before.  I can tell you that I use the filter oil that K&N sells, and never had any problem with it on my Savage or various cars that have used a K&N filter.  Maybe someone else has had a different experience?