Oil cooler - lie on your back under the oil cooler and look up past the leading face of it, there will be 2 nuts up there, one at each end, undo them and the cooler will be free. BUT undo the oil hoses from the engine side and take out with the cooler, if you try to undo them from the oil cooler you will seriously mash it to bits.
Intercooler - 3 screws go into it from the front , 2 at the top and one lower right if you are looking from the front. 2 are ok to get at, one is a *****.
Before you do any of this, take the bumper off, makes it all alot easier. If you could get the front wheels on ramps it would be easier too, but you cant cos even with the bumper off there is not enough clearance to drive onto the ramps. And if you jerry rig something and it doesn't work, you will waste both the inter and oil cooler (@£300)
Getting the wing off is fairly straight forward, the bolts along the top, the bolt near the lower edge of the headlight, and the one hidden under the side skirt, Oh and its also glued on its trailing edge.
If you are gonna do any welding I would suggest getting the wing off.