Its ok to run oiled filters. It comes down to not having it over oiled.

If its a major concern, go the Apexi pod filters. But with unoiled filters, you run the risk of water getting through your filter and into your engine. One way around this is to put a box around your pod filter. So, when you take your vents off, and it rains, water wont get to your pod filter.

Before you consider unichip, have a look at the Greddy Emanage. It still uses the AFM. Cost slightly more.