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I got my air shocks from shockshopusa.com and I like them a lot. I would suggest stripping the paint off and repainting them before you put them on though, one winter in Chicago and they got rust on them pretty bad.
Checkers/ advance autopart should have the air shocks in stock. They did at my local one. Yes defiantly a external transmission cooler. Autozone or pepboys has it in stock. That will help. And if you haven't already do a tune up and change out all fluids including brakes. It is best to be safe then sorry. And check brake pads and shoes and tires and the pressures.