If you do a lot of heavy towing, then the coolers would make more sense. Otherwise, go with the filter kit. Even then, these transmission's are built for towning and can handle the heat so you still may be better off with the filter kit.
I just changed the filter on mine after ~40K miles. The filter was black and the oil, which is practically water clear when new, looked like regular fresh oil. That is, just a little color. I strained about a cup of the used oil through a coffee filter and virutally no residue was left behind. So these filters seem to do a pretty decent job.
-Jay