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There are many types of oil coolers as well as sizes etc., etc. The drop in aftermarket radiators with built in oil coolers will work well for most everyone and they allow for a clean install. However, because the radiators are meant to directly replace/upgrade the factory unit they do have limitations. The oil coolers cannot be very large simply because of packaging. Air to oil coolers can be had in many sizes, but if mounted in the airstream of the radiator they do create some air flow restriction. On the street they may also keep the oil too cool and water in the oil will have less chance of boiling out. Not really that big of a deal if you change your oil regularly.
My latest creation is a double pass radiator (water flows through the radiator twice essentially. That configuration allowed me to have the bottom outlet on the drivers side and provided the room I needed to install a laminova water to oil heat exchanger. This whole setup is something you would see on a hard core race car, but I've done it on my street/track car. My background is in road racing so setting up a double pass is the norm for me. The advantage is the cooler is completely rebuildable and super robust. It is fairly small (I installed the large one;they have three) and does not restrict air flow in any way. It also separates the oil cooler from the radiator which can be a benefit if one of them becomes damaged(don't have to replace both).
That's the liquid -liquid oil cooler that Mallett uses, I was wondering where he gets them, my car has it and top oil temp at track so far 235.
I got mine from mocal in florida. They are the U.S. distributor. http://www.batinc.net/mocal.htm
They have some pretty trick versions of the coolers, but I just got the largest of the basic oil cooler.