There are two basic air filter types: paper element filters (such as K&N) and foam filters. It's important to choose the right one for your quad.
Paper element filters provide great airflow and most times show a dyno advantage. They are the best for quads that spend a lot of times in the sand, woods, and trails. But when you ride in dusty conditions, always use an Outerwear or K&N precharger. Without the filter wraps, paper filters can pass fine dust particles, which is why they're not ideal for desert racing or silty conditions.
Foam air filters are recommended for desert and really dusty conditions. But keep an eye on the cleanliness of the filter as you ride--foam filters can load up with sand and pass some of it into the intake tract. If you're doing serious desert or sand riding, bring an extra clean filter and swap it out halfway through the day. Dual stage foam filters are great all-around air filters, but don't flow quite as well as the K&N or oiled gauze-type air filters.