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Oiled filters work better than dry filters no questions asked. Oil filter do require to be cleaned and re-oiled. That process can be tricky believe it or not. Over oiling the filter can ruin it's ability to be efficient, lower your power etc.. Oiled filter also pose a problem with sensors in the intake tract as little amounts of oil will end up on them.

I'd say oiled filters are a great choice if you don't mind spending lots of time under the hood cleaning sensors and the filter itself. If you're like me and don't want to clean shit all the time, dry filters make more sense.

Local conditions also play a factor in filter choice. Here in dusty Alberta, I'd hate to use an oiled filter because I'd have to clean it quite often, but somewhere on the coast or what not with less dust, may be better to have the oil.

Either way, both dry and oiled filters need to be cleaned, but there's a lot of factors that contribute to how often they'll need to be cleaned.