I've seen people on ecomodder.com prove that a dirty filter gets better mpg than a clean one, its a very small amount (I still don't buy it) but I hate how people think a hot air intake and a dirty air filter will somehow cause you to lose power. I dynoed countless cars with k&n drop in filters vs dirty stock filters that show no increase, as well as a dirty filter vs no air filter vs clean filter... no change in hp.
If you think your air filter is dirty put a filter gauge on the intake pipe, 70% of "dirty" air filters are still flowing perfectly. My car requires a new filter every 30K, I will be buying one and noting it in my cars service history as done just for warranty purposes, I hope to get more than 30-50k miles from a quality filter.