My favorite retrofit transmission cooler is the one off an '00 to '11 Ford Ranger. They're built better than most aftermarket coolers, easy to plumb (come with barb fittings), and inexpensive. I've got one on my rig cooling the 700R4 and it's working just fine. For heavy duty/crawling applications I use two in series.
The stock fluid clutch fans on the yjs do ok, but they do rob a little horsepower. I went with an electric fan, and haven't been sorry. Be sure to fully cowl the radiator--the tigher the better--if you do. For that I used the fan and relay pack off a Volvo 850. Again, it's a really easy to use package (flat, round flange to mount it). The setup offers two speeds, so I found a two-speed temperature switch (from a BMW 318i). The whole setup has given me zero problems.
IMO you don't need a separate oil cooler unless you plan on really heavy use: Towing, racing or crawling. Unless you port them right (bypass when the oil is cold) they can keep the oil from warming up as it should, leading to problems in cold weather.
Volvo fan and cowl with the 4.0 still in...
The temperature sensor during the engine swap...
Fitting the Ranger tranny cooler...