its easy to steal because the turbo timer is wired directly into the ign/acc. means that the thief has all the wires right there in front of him.
as far as TT goes, car had one with it from previous owner. I took it out and chucked it out.
Cool down? well, i dont bother at all for street driving as its just street (i mean, work->home etc)
winding roads, i generally just drive a few km's cooling the car down, sometimes at low speeds (sub like 20) and with the bonnet popped so there is more airflow into the engine (thats at like, turbo turned completely red inc dump etc)