If you get a big intercooler then this will reduce the air flow to the radiator, you radiator needs to be in good condition or you will end up with overheating problems. If the turbo is running standard or slightly increased boost pressure then the standard intercooler should cope.

The cossie thermostat opens a few degrees cooler than the standerd erst one, this will make the cooling system run a few degrees cooler (if everything else in in good condition - radiator etc)

Easiest place to fit a dump valve is in the hose from the intercooler outlet to the engine cross over pipe. You can either cut the standard hase and fit a 'T' piece or buy some uprated hoses with the dv outlet on the hose.

Fuel wise that are not the most economical cars on the road, however if left in standard trim you should be ok.