1 bar boost, cam gears, and powerFC, you'll have a very nice power package.
Air filters aren't a big deal, you'll barely notice anything if at all, get what you want. I run stock airbox as well. A good exaust makes more of a difference.
Oil cooler only really needed if your going to give it real stick - ie track or hard time on twisty roads. Keep an eye on your oil temp, if you can get it above 100-110 on the street you're doing well and should probably get an oil cooler.