[Hondasucks]

Filter -- Look on the frame rail, under the battery, you'll see a black cylindrical object with two hoses coming out of it, that is the added-on external tranny filter. If it's there, get a new one from the dealership (They are not all that expensive), if it's not there, get the retrofit kit from the dealership (Not much more, includes hoses & mounting bracket). I am pretty sure that the tranny has an internal filter as well but I am not certain since I never took the pan off mine to check. While you're at the dealership grab an OEM engine oil filter (Part # is xxxxxAA030 or xxxxAA031 (if they have the newer filters) it's the same filter as the Outback and Tribeca H6, and grab a couple of drain plug gaskets, you'll need one for the engine, one for the tranny (same as the engine), and get one for the front diffy if you are going to change the front diff fluid as well.

As for cooling, you don't need anything super extreme, since in the winter it will keep the fluid from warming up and it won't go into overdrive. Best thing to do is get a decent sized cooler, and plumb it inline with the stock cooler, that way the coolant will warm up the fluid, but the additional cooler will keep it from getting too hot. (In other words, you don't need a truck-sized tranny cooler)