I had K&N in mine and they are preoiled. I cannot find a cone one with heatshield so I settled with a K&N. Some discussion thread said the green filter is better with less oil. I don't have issue with the oil yet. I haven't taken it off to clean. It is a hassle as you have to pull the whole plenum off and undo 12 or 14 screws in the back.
Didn't feel any difference with the K&N in sound and drivability. Probably all mental.
I guess have to stick with my OEM MANN filter then..
There is a different in performance and sound with the K&N filter. This was the first mod i did to my car when i got it. and all K&N filters come pre-oiled from factory. Be careful when you clean them and reoil it. To much oil will damage the Mass air sensor. This is very common problem for MBZ.