I've got a CDA on mine. I went from a stock to a stock with just the filter replacement and then fitted the CDA box.
My setup looks like darren's basically the box is sitting right at the front of the car and has no pipe for the cold air intake it just has the threaded part that the pipe is supposed to go onto.
Personally, I haven't had a problem with drop of torque or power. Note though that my car is also chipped so this might make a difference.
When I changed to the CDA it was one of the most noticeable changes I made to the car. I now find that the car pulls at the standard 'variable point' of approx. 2800rpm and then it gets to 5000 and pulls hard again and the engine note hardens further. I found it had more torque and more power with the CDA it made a *much* bigger difference than the chip. Oh and it makes an awesome noise. Especially when you just floor the throttle it gives a huge sucking noise and then rasps... Lovely.
The filter on it's own in the original box made hardly any difference - slightly different noise...
Oh and cone filters are pants they just loose power because they eat warm air from the engine bay.