Well, there is some truth to the K&N possibly damaging the MAF sensor. I put a brand new K&N filter in our Audi. Two days later, the CEL came on. Took it to the dealer and they replaced the MAF sensor under warranty. They said that it was caused by the K&N and that they would pass it this time, but if I kept the filter in, they wouldn't warranty the MAF sensor again. I did some forum searches that backed this idea.
With that said, I had a K&N in the X for years with no problems at all. From what I was told, the Audi's MAF sensor sits right below the air filter. This is not the case on the X, so I think it is safer. As far as it making the throttle stick... I don't buy that for a minute.