I would definitely upgrade to a large oil cooler if I was going with a turbocharger. The Z's engine compartment is a nightmare for heat management.
Heat management is a crucial and usually under-developed portion of a great turbo kit. So says Corkey Bell and my experience. A good 370Z kit is going to need GOOD heat-shields, wraps, covers, etc. And you are going to want to get more air through the engine bay via ducting, larger openings and possibly a vented hood/different front fascia. The perfect FI setup (which I have not seen) is likely not going to place the intercoolers in front of the radiator or will use good ducting to get fresh air around to the radiator. The 300ZX actually had a decent engine compartment layout.