The Harley filter is very good actually, so the decision really comes down to other factors. Personally, I use the K&N filter with the 17mm nut on the end. It's a very good filter as well, with the added benefit of being very easy to remove thanks to that nut.
The only definite recommendation I'll make is to avoid the so-called permanent filters on the market. The ones I'm talking about have a metal mesh filter media that you remove and attempt to clean, then reinstall into a fancy looking outer shell. They usually sell for hundreds of bucks and come with all sorts of bogus claims of increased power. Any power increase is the result of less power being required to pump the oil through them, since they don't do a whole lot of filtering.
Jerry