Functionally, you don't need it. The cooler won't be cooling the oil until the thermostat opens (technically it closes, but that's a different subject).
I like installing them for nit-picky reasons such as hearing a loud fan before the engine starts and having the fan running when you turn on the key to do anything. I probably run into this more than the driver of the car since I turn the key on more frequently for troubleshooting.
This is the one that I've used in the past. It's adjustable, it's got a relay, it's got a fuse, and it's only $50.