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If you are thinking of getting a high-fllow air cleaner you definetly need to get a fuel manager otherwise you will run way lean, not good. I am running an SE air cleaner with a PCV, runs like a champ.
If I just wanted to replace the stock air cleaner, do I have to do anything else with the engine?
Is your 04 Heritage carbed or EFI?
If it is carbed, for it to run its' best you will need to do a bit of carb adjustment.
If it is EFI, you will want to use some sort of fuel management. The newer bikes will adjust for just an air cleaner, but on the 04 EFI bikes, the ECM is not as good at adjusting for the addition of a free flowing air cleaner.
Here's a good overview of the popular methods for EFI tuning-
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