You will have the oil cooler if you have the sport package WITH the 18" wheel option on the XI. Otherwise, you won't have it.
I personally like the intake. I love the way it sounds, and will help you on the top end, and your car will breathe easier. As for mods, it really depends on what you are going for. Drag strip speed, tracking, spirited mountain driving. All of those items you mentioned will give you more HP.