My 1/2009 335i Coupe had an oil cooler but I had sport package. I dont think that mattered in 2009, only in 2007 and 2008. It also had an N54 engine by no accident. N55 didn't come out till 2011 but some late model 2010 may have N55, not sure about that though.
I would have 2007's like the plague. First model year had quite amount of bugs, different ECU, and they are getting a little tired as they will have higher mileage.
Eitherway looking for an oil cooler is easy, just look in the passenger side front fender for oil cooler venting. Other 335i without and oil cooler will have a closed passenger side front fender.
If you have any questions about performance modifications and options we have a handful of options and personal experience with the platform.