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I am replacing the seals in my oil cooler this weekend. Before I make a big, big mess, do I have to drain any oil before I remove the cooler? Can I remove it with the oil filter still attached? Is the same true for the oil filler tube? Thanks.

It's easier if you remove the filter and then the cooler. You don't have to drain anything, but you'll spill some oil, that's unavoidable. If you leave the filter on the clutch hose gets in the way.
Change the gasket on the fuel pump base at this time if needed, access is easy.

Thanks. I also have the gaskets for the fuel pump. Does it just lift up and out? Nothing will drop down will it?

put a rag under the filter, slide it from the back and it may catch most if not all oil you will spill.
You can also loosen the filter a bit and put a baggie over it to catch the oil.

After loosening slightly, Place a plastic bag over the filter and remove with no mess!

What...what...I think there's an echo in here.

The oil filler tube does not have to be removed but the dipstick tube does.

Thanks for the advice on the oil cooler seal replacement, fuel pump, and such. It was a pretty straightforward job. I am curious why there is no gasket between the cooler and the thermostat housing though. Should I have put some sealant on there just for good measure?

An o-ring is installed with the thermostat itself, but nothing goes between the thermostat housing and the oil cooler except the 2 round seals.