I did the cooler some time before I had to do the lines because it rusted out and leaked. I replaced it with an aluminum one. I did not have to take anything off to do it though. I don't remember exactly how, but found that you could do it without all the headache through searching. I believe most of the info on how to do it without removing the bumper et al was on this site and GMTNation and a few other sites (though I don't recall any YoutTube on the method) - it was pretty straight forward though, and only required loosening something, but I don't remember what.
I also cut the lines out and took them out in pieces - MUCH easier and pointless to leave intact anyway. It's the getting back in that's stup!dly difficult.
At the time, I actually had a double whammy. I had just done the infamous transmission cooler lines (both). After wrestling and cursing with that, I started the car to test for leaks, and saw hydraulic fluid running down the other side. I though "WTF?" For a few seconds, I thought there was some kind of transmission line on the other side that I somehow damaged, only to realize it was PS Fluid...
I had no "clip" holding the tubes together at the fitting end. There were clips ALONG the tubes and hoses that held the lines body and frame though. I zip tied the lines together right at the bracket that holds the lines in the rack because as you try to push the lines into the rack, the 'loose' one tries to separate from the bracket and it takes a little pressure to push them in. I pushed them in enough to make sure it was going in properly, then used the force of the mounting bolt to push them in the rest of the way.