Re: Tranny Cooler
Depends a lot on the vehicle.
It'd be nothing under the hood of a CJ (Wrangler), but a late-model Grand Cherokee is a different story.
Some vehicles already have a cooler (a finned-tube), or sometimes the cooler is in the radiator (look for an extra set of lines), so on those, it's just a matter of getting the right sized fittings/hoses, and routing the lines to the location of your new cooler.
iboats is a great resource, but I'd think you could find another forum more specific to your model of Jeep, where someone has already done this.