My other car is a MINI!!!!
it really depends what the cone filter is Jamie,
Many people (myself included) now run a cone filter, in the form of the Jetex filters. It's thought that their exceptional flow capability far outweighs the additional heat seen under the bonnet compared to a cold air induction kit or standard airbox with it's cold air feed.
If it's a cheap halfords crap type thing, then get rid of it, if it's a blue jetex cone, then you could do far worse!
It's also a noise thing too, if you like the sound of the cone filter and the recirc noise when you back off, you need to bare in mine that with the standard airbox back on the car will be almost silent, no induction noise, and no recirc noise when you back off either.
Where abouts are you in the country? and who are you looking at for a map?