Already said, but a new DE Motor are as cheap as they come now. Even a DE NEO can be had for under $1k at times.
Stock air box is the best way to go on an N/A Skyline. I'm not entirely sure with the R33 without looking for a pic, but the air feed on the N/A R34's is better than most custom set ups for an N/A.
A K&N Panel in the stock box, with a cold air feed going into the box if necessary, is going to be more than ample. An N/A Skyline isn't going to surpass the capability of a K&N Panel.