There are several components inbetween the air hitting the front of the car and the air that ends up in the combustion chambers.
The main ones (which you can do something different with) are:
The intake location;
The pipework to get from the intake location to the air filter;
The air filter itself.
An off the shelf Halfords K&N filter will cost you not very much.
It will allow a greater throughput of air over a standard filter, thus making more air available to be compressed, thus leading to a small power increase.
It's simple, cheap, and doesn't do a huge amount.
A cone filter has the abilty to pass through more air than a panel filter - again, a good thing.
But you can't fit a cone filter to a standard air box without modification. (generally)
Regards the pipework - a more contenteous issue
Some will claim that Honda (et al) spent millions of Yen developing a pipe route full of bends and chambers in such a way as to deliver the optimal amount of air at the right time.
Others will claim that they designed it to simply fit the engine best they could, then fiddled with chambers etc to tweak what they had available.
The argument is that the straighter the run, the better (basically. There is a lot more science to it than that, but for the sake of brevity...
Obviously, Honda deisng parts to a price. Hence they (and pretty much all others) make this pipwork from plastic.
Plastic transfers heat fairly well, and therefore when your engine is hot, the air going through it will be heated up (to what degree is again a matter for debate
Others make their pipework from exotic materials like CF, which doesn't transfer heat so well, thus not passing on as much of the heat from the engine, resulting in colder air arriving at the filter (cold = good)
Intake position - whilst ram air effect doesn't take place until silly speeds, this can also be increased / decreased depending on where the intake position is.
Extreeme cases - an intake where the raditor is now (ie slap bang at the front of the car), or an intake under the rear brake lights.
The one at the front will have positive pressure - the one at the back will probably have negative (not what you want really!)
Companies can spend millions working out where the best place is - or they can simply chuck it wherever it fits (like infront of the wheel...)
Obviously, repositioning the intake, moving engine internals around for a straight run, and then moving them around again to fit a big cone filter - none of that comes cheap!
and there are a number of options available which go varying ways towards the optimal solution - and they all have different costs!
Pays your money and takes your choice
PS - yes, I've deliberately ignored the Front Mounted InterCooler options here