>>(hence the cold air intake)<<
You must be thinking CIA. The very first thing everyone puts on their modern cars. Sounds good in the advertisements. Actually they usually do sound good, because you can hear the air intake better. The reality is that most modern Throttle Bodies have hot water(coolant) running thru them so they don't ice up and the ECM can add extra fuel (choke) till the engine warms up.
Leave the thermostat alone, just make sure your choke is working properly so it runs well during warm-up. The only reason to change it would be if it has a 160, because you won't get enough heat for yourself much less the engine. I think a 180 should be used year round.
An electric fan will give you very little if any noticable HP on a street driven 250. Any gain won't be worth the money, when money is an issue.
You have mentioned gas milage several times.
You have not said what the 250 is in.
If you have an old truck with really low gears, that is where improvement will give you the most bang for the buck in terms of milage and driveability.
