You did fine with the OEM filter.
Regarding the remote filter, you'll get responses all over the map. I will say that if you're going to do it, you should consider a bypass filter teed into the output line to the cooler, instead of a full flow filter (where all fluid in the line is forced to go through the filter). Any add-on full flow filter has the potential to reduce flow, and that's a very bad thing. A bypass type filter installed by teeing into the output line has no potential to reduce flow at all.
That said, a cooler is probably more important than another filter. Unless you live in an arctic environment, it's almost not possible to cool transmission fluid too much. Do you have a transmission fluid temp gauge? If not, install one--it'll be an eye opener.