There is no gain from drop in filters alone, no matter what they tell you. Cars have electronic MAF's that regulate the air flow in conjunction with the throttle body. It will only pull the amount of air it needs. The stock airbox has already been designed to be good at what it does. Also, oil based filters can release oil residue into the intake manifold coating the maf and could potentially cause issues. Also, the filter elements on these drop in KN filters are wider allowing more fine particles to enter.
But not to scare you, it would take many many miles to start seeing the after effects of this. What the KN filter does do, is make it easier to clean and replace.
If you're looking for power gains, invest in a CAI, even then, the best gains will only be only unlocked with a tune.