I am also leasing, but that never stopped me from modding. As long as you can revert it all back to stock later, you're good. I have tried the K&N drop-in filter and it's a good option as they have a better airflow vs stock. Maybe it gives you better throttle response, to be honest I couldn't tell. It will sound slightly louder than stock and you'll hear a bit of the diverter valve which is nice. It's also the easiest install of them all, but that should never be your deciding factor as all intakes for this car are very easy to install. The choice between these two will depend on what you're looking for. Neither will give you any significant hp gains worth mentioning. But the shorty big gulp, in my opinion, will give you the best sound of any intake available today as it uses the stock tube which is perfect at muffling some of the unwanted noises while giving you that pshhh sound that actually sounds very pleasant when it goes off inside of the stock pipe.
I wanted my car to sound as aggressive as possible, but not loud and obnoxious, so I went with the same idea as the shorty big gulp, but I am using a different filter and connector. If you want to go the k&n route, I can sell you mine for cheap. But if you want the best sounding intake, grab the super shorty and have fun!