Hi and Welcome!

Replacement seat options? Drivers seat is shot. Yes go to a pick and pull or if it just needs a new cover phil from fastlane can hook you up. Or you can get a hold of one of the members in the parts feature here in the forums.
Any need for a tranny cooler on these cars? To the best of my knowledge no just change all your fluid regularly.
Inter cooler for the turbo? Will do you no good unless you increase fuel. And the turbos on these cars usually last the life of the car.
I would like to improve the ride a bit, kind of squishy. Will new shocks do wonders or should I budget for new springs as well? Shocks helped me a ton!

Things to plan for right away is a valve adjustment and diesel purge and transfluid change. Unless they have been done right before you bought it. Use the search function its a great tool to have. Good luck.