Topic Approved

Bud,
1) For better thump, all you need to do is get a short bottle silencer and a bend pipe which goes along with the short bottle silencer. The stock bend pipe wont fit this. So its good if you get both changed. Also, ensure you put in about a small cap fill engine or used oil on the short bottle silencer and turn it around so all the inner portions of the silencer is coated with the oil. Just fix it and thump away.
2) There is no need of a filter IMHO. But if you insist you should be able to order it online too. I am not sure on the carb changes. But I feel its much better not to migrate to any other filter than what you already have.

Another solution for getting a bassy sound without any major modifications, is to fit a small rubber ring right at the end of the silencer and use a bigger mudflap. Its a common mod that almost every bullet mechanic can do. Also as umarajashekher commented the small bottle silencer would also help. But the open silencer ones or the ones that are locally sold might be really big culprits for major power loss too, so think about those before fitting.

The stock filter does a great job in maximizing the performance, but if you want to go for the K&n, then up - jetting would be required to match the increased air flow coming from the filter and also the cam timing will have to be changed. I am not sure but, guess the 2009 model electra came with the same Mikuni VM 24 with main jet as 110 or 95 and pilot jet as 25 also called as Mikarb which was standard across all bulls. But the real problems will occur when the bigger mains are installed and the barrel is still stock thereby distorting the standard compression ratios. IMO this is purely a matter of how much are you willing to experiment on your bike and that is only if you aren't happy with the stock performance.