What is your idea of an "upgrade"?  What are you wanting to accomplish.....better performance or the "pod" look?

The stock paper air cleaner filters well, and flows enough air for the stock engine.  Cleaning involves blowing it out with compressed air.

You can put a K&N filter into the stock air box.  It probably flows more air, not sure if you will notice any difference in performance with the K&N alone.  Cleaning involves using a solvent, letting it dry, then oiling the filter with the proper filter oil from K&N.  Some of reported the filter doesn't fit the air box very well.

Pod filter most likely don't flow any better than the K&N - plus they can get wet in the rain and when you wash the bike.  Same cleaning issues as the K&N drop in - plus you most likely will have to re-jet the carb.  Same cleaning issues as the K&N.  Some pods block the vent on the upper side of the carb inlet.....and the bike runs poorly until you figure out the pod filter is the cause.  

don't use solvent on k&n filters
dish soap and warm water, rinse ,  natural air dry not with a compressor,
re oil,done

Stupid question... but if conical filters can get wet, could you enclose them? Build a tube around them, so that it sucks the air in from the back? Obviously I'm thinking large diameter here... but that would keep the water off the filter. Hmmmm.... may have to try this myself as my bike is already set up with a conical.

I don't know if anyone has proven any performance improvements by going to a smaller filter with little or no volume between filter element and carb.
Airflow through the motor is a pulse. Having at least the cylinder volume between the filter and carb allows the engine to inhale without having to drag so much of that pulse through the filter.
I looked at a car the other day and on the intake inlet,out front of the air filter box is a empty box,

Spend time reading about intake design theory. Everyone focuses on the exhaust being free, and yes, that is good,BUT, at least the exhaust has a piston to SHOVE the spent stuff out. Intake is dependent on air flowing into a low pressure area.. and the carb needs that flow to run through it right to do its best job of mixing fuel into it.

I modified my airbox to have more volume between filter and carb..
The stage 1 cam and Supertrap exhaust gave me a bike that was ALL the bike I needed. I did break the 100 MPH line one time, temperature and humidity matched the jetting and everything worked on That Day..
All this to say..

Don't be in a hurry. Get at least 5,000 miles on it. Study it and this place.
Learn to set valves, get the air mix exposed,tune that.

Never pull the plug without blowing the crud from the cavity it sits in first.
I wish I would have kept the stock filter and gone with the Dyna muffler.
I would still do the fork brace.There is much to learn, enjoy the ride, don't get in a hurry to make changes,spending gas and tire money and wasting riding time... I did..

Taking advantage of this post.

I got this savage without the stock filter box and side panels and battery box. What options do I have if I want to use just a cone shape filter? should I make some side panels to protect the filter?