Get yourself some gauges. You need to monitor your coolant/oil temp delta's. Get a scangauge, or Edge CS/CTS insight (not edge tunes, just gauges). Reason I say this is follows:

Coolant flows through the oil cooler which is a heat exchanger, coolant is supposed to cool the engine oil. After the coolant goes through there, it flows through the EGR cooler which cools the exhaust gases that are going to be re-burnt in the engine (cooler is better obviously). What happens is casting sand, rust, and the gel from the crappy ford Gold coolant slowly clogs the oil cooler. This restricts the coolant flow to the EGR system. Eventually the oil cooler clogs so much that only a little bit of coolant is getting to the EGR. Because exhaust gases are so hot, the small amount of coolant in the EGR cooler will actually flash boil, and expand to steam. This steam causes higher pressure, and ruptures the EGR and then steam flows through the intake, and you start burning it. Steam (aka water) is non compressible, and you will lift your heads/blow head gaskets.

You monitor your temperatures because if you have a 15* difference between the coolant and oil temp (oil will be higher) at highway speeds, your oil cooler is clogged and you risk blowing your EGR and blowing head gaskets.

A EGR delete is highly recomended, as without the EGR you dont have the issue of steam getting into the intake. It is also recommended you do a proper coolant flush (with restore and restore plus) to flush your coolant system of all the debris, with your old oil cooler in. The old oil cooler will act as a filter of sorts and catch the remaining crude that will be floating around. A coolant filter is also recomended.

First thing I would do:
Gauges
EGR delete
Coolant filter
Coolant flush
New oil cooler

You then have a good baseline for mods.