Hi Vinnie,
The Cooper S has a 'notchy' gearbox that can be quite a different experience from other cars, however, it does not mean theres definatly no problem with yours, so if in doubt, get someone else to give it a go and see how they feel about it.
The gearbox ratios changed slightly in 2004, but it essentially feels the same as I understand it. Also, it was possible to order an LSD from 2004 onwards I think, but sure to be corrected by some of the more knowledgeable posters on here if I'm inaccurate.
Works has the same intercooler as standard, the only difference is the colour of the plastic trim on it. A bigger I/C can make a good difference in very hot weather, but is marginal most of the year in this country. Perhaps if you had a more agressive tunning package than the Works then you might need a larger I/C. If however you do choose to change it, the company of choice in the UK for I/C change is probably GRS motorsport , widely lauded as the best available readily in the UK, although there is nothing wrong with going the GTT route, they are also an excellent company (and do substantial other tuning mods too...)
regards (and welcome)
Tony