Take out the resonator too. In my B14, I put in a k&n panel without the resonator and a few days later I felt a little increase in throttle response. I put the resonator and everything ahead of the airbox back on and the gain was gone, so I took that off again and just left the box with the k&n.
I've had a WAI, and disliked the noise. A CAI is not much quieter, and having to cut a part of the body to install an expensive tube isn't something I want to do. Another reason is that the loss of low-end torque associated with aftermarket intakes isn't desirable in a daily driven car.
I've dyno'd my car stock and with 2 different CAI's installed. And have been pretty happy with the results. No loses, only gains. Even in the low to mid range part of the power band. I've also had a WAI and I personally wasn't impressed with the minor gains it provided, although it is much better then a stock intake.
As far as sound goes, I personally love the way a nice CAI sounds in conjunction with a good exhaust. I didn't have to drill any holes to put the pipe through the fender wall, but then again I've got a B15 so my setup is a little different from the B14.
It's good to hear you didn't find any losses with the CAIs. After having the WAI, I assumed the CAI was similar once the car was moving(but that was without taking the length of tubing into consideration). I suppose it's a good setup for someone seeking max power gains, especially if they don't mind cutting a section of their car.