I'm on my 4th intake setup over about 12 years owning my 4banger -- stock, open tube/filter, totally closed setup using Apollo-type filter and 3" tubing through the grill, and this Airraid kit
http://www.quadratec.com/products/17008_104_07.htm that I got for a bit less than it's going for at Q-tec. It has the no-oil filter.
Jp magazine might have a point about jeeps -- typically they're referring to 4.0L -- performing better depending on the air tube and not so much the air filter --
http://www.jpmagazine.com/techarticles/engine/154_0804_jeep_wrangler_intake_shootout/viewall.html.
I read their test a few times and noticed Airraid was the only manufacturer using a tube that sized up from about 2.5" at the thottle-body up to 4-5" at the box. Airraid got the best torque numbers in the test, but we're not talking big differences vs. the others.
I've used an open filter on a tube kit and noticed the high end was better than stock, but the 4banger did seem to lose some low end torque. The Airraid kit seems to have the low end also -- this may have more to do with the air tube design than any "cold air" ingestion, though.