Ben Ridge did it a while back, but he isn't regularly posting anymore...he also did a ram-air setup, removing both fog lights in favor of air intakes (one side for the engine air intake, one side for the intercooler).

The big thing an intercooler will do is lower your exhaust gas temperature. This allows you to safely introduce more fuel to the engine, which will make for more power. But, you NEED to have both a pyro and a boost gauge before even thinking about upping the fuel output. Higher fuel output will also increase your turbo boost, negating the addition of the intercooler.

However, adding an intercooler by itself would likely lower your boost pressure (or at the very least adding to perceived turbo lag), making for a reduction in engine power. This is due to the extra distance the air has to go after the compressor.

I don't think I would add one on my car, but I'm not a power-hound either...some tweaks would be nice after getting the proper instrumentation, but I'll save any serious power mods for my truck