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You can or if you wish, you can leave it stock, it is totally up to you.
If you do put it on, do get a tune to take advantage. A CAI without a tune is like ***** on a bull.
A K@N filter is a good start but won't get much gains without a tune to match. And modding your car is a long, expensive, hellaciously fun road too. :-0
The k&n filter itslef wont help much...it's just an air filter.
Changes to the intake, including a CAI as suggested, along with a tune, will get you the most gains and still keep things safe.
You've gotta understand that idiots yell the loudest. I've had my CAI for 4 years without a problem yet and most (if not all) other members on here has never had to worry about a filter causing engine hesitation. And if you do put in a filter (or any other bolt on for that matter) and notice something isn't right, have a little more common sense than that blowhole and put your stock set up back on. And don't mess with a filter replacement. Just grab a CAI and tune to get the most out of your intake.