I bought a K&N 57i-0350 kit which includes the accessories to connect the filter to the inlet pipe just before the MAF, the kit includes a support bracket which fits onto the battery securing bolt and a flexible hose to direct air to the filter from outside the warm environs of the engine bay, I'm sure you could buy just the cone , you will need some way of securing it and getting it a supply of cold air.
Whether it improves performance or not is debatable, I didn't notice much difference, it does add a mild air intake grunt though. The good thing about the filter is that you can clean it and reuse it, but you can get panel filters that are reusable also. I wouldn't spend alot of money on one, can't remember what I paid.
Hope this helps.