Kevin,
kgs365 is more right than wrong, and I run a Turkey Pan with the KN filter in the little S&H air cleaner. I have done "informal" highway performance testing (because my Turkey Pan is removable). There is no noticable difference between any configuration (TP on, TP off, air cleaner on, air cleaner off). I say put it together so that it looks good to you. You will have the performance you crave, trust me.