Along with what ZSHO said about over oiling, the main reason people seem to be afraid of oiled filters for is that excess oil can find its way onto the MAP/MAF sensor on their cars. Those air sensors are very, very delicate and you could see the most erratic behavior develop (even with shifting of the transmission) with a dirty sensor.
Keyword though is "excess" oil, therefore if you know how to oil a filter properly you should have no problems. I actually prefer a lightly oiled filter over a dry filter since it traps more dirt, it is just more maintenance whereas a dry filter you would toss out and replace at XXX miles.