In reality, the choices are numerous but the horsepower and torque gains are nearly the same. The optimal result occurs when you pair an intake with a full 2.5" exhaust (stock is 2 1/4"). After all, if you're allowing more air in, you want to allow more air out.
K&N FIPK: K&N is the traditional big-man in aftermarket intakes. You'll pay about $200 for the setup. The FIPK includes a filter and new air tube.
http://www.knfilters.com/search/product.aspx?Prod=57-2529-1
KKM: KKM, at least among Explorer owners, is only second to K&N. KKM differs, however, in that it does not replace the stock air tube. Instead, it replaces the filter element. These run about $80.
http://www.kustomz.com/054098_2.html
Volant: Among some circles, Volant makes the Cadillac of aftermarket intakes. Volant includes a new tube, filter and an air box that is supposed to keep out heat. Most folks end up drilling the box, however. I had one before my K&N; it looked the prettiest, but I did not like the fit (it had a little play between the base and my engine bay lip, and when I'd hit bumps, it occasionally would make noise in the engine bay as it would move vertically, hitting the engine bay lip and then back down to the base). As with any Cadillac, expect to pay more than you would for a K&N--anywhere from $220 to $300, depending on the retailer.
http://www.volant.com/cai_kit.asp (specifically, kit 19540)
Zabteck: Zabteck makes both "true" cold-air intakes and regular intakes. The cold-air intake mounts the filter between your fender and engine walls, thus pulling air from the outside better than the above intakes do. To install, however, you have to drill into your inner fender with a hole saw. The price is between a KKM and a K&N, making it attractive.
http://www.zabteck.com/coldair.htm
Green Filters: Green does not produce an intake, but arguably produces the "best" filters due to their cotton construction. Whatever intake you get, I recommend a Green brand filter. I have a K&N FIPK that I (finally) replaced with a Green filter only recently.
http://www.greenfilterusa.com/conegroup.html (the above kits use cone filters; use the chart to find the equivalent of the one you have if/when you're ready to replace it)
My setup:
K&N FIPK with custom black Green filter. Andy Calhoun of Calhoun Performance in Georgia had Green make a one-off black filter (he had a one-off blue filter that I saw and I liked the idea). To do so, Green built a white filter with black screen (usually the screen is green). Andy then dyed the white filter three times with black dye to produce a midnight black color and polished out the stainless steel. I went with black because I really liked how the dirty K&N looked (black with dirt, of course). I just need to clean my engine one of these days!
Good luck.