The stock cooler for just about every car made is a coil inside the radiator coolant return tank. While probably OK for the average motorist, it is probably inadequate for performance applications, trailer towing and hot weather climates such as Arizona, Florida, etc.
I've read/seen posts here a while back where an auxiliary cooler is munted in front of the radiator. I recall one installation where the hoses appeared to run unprotected beneath the car - bad idea!
Anyway, putting in an aux cooler is pretty difficult on our car. There just isn't enough room up-front to make the job easy. It can be done, but expect a lot of time and several skinned Knuckles.
As for the secondary filter, I like the spin-on type or the Magnefine. The increased pressure drop may be a concern, as nobody seems to have a handle on what is permissible with CD4E. Anyway, I would say give it a try, but change the aux filter often.
See the locked post at the beginning of this forum - there is good discussion there.
Good Luck!