Regarding the O/D on the highway...
I don't know if Nissan was the only one smart enough... but if you switch the O/D off when you are going over (about) 55mph the torque converter will lock up (I'm pretty sure it won't lock unless it is O/D manually switched off). This is what would save the heat. It seems to give a pinch more power in my opinion - I use it to enter highways. You will feel it lock up around 55 and notice your RPMs drop just like when it locks in O/D. My Altima works the same. It's a very smart thing. I don't know much about converter locks, but why don't they just lock up in drive and stay locked? I know you can make a manual override - but are there some downsides to that? (another subject...) Oh, and how about this question... can you OVER-COOL a tranny? It can get down to -10F here on occasion.
I also found that if you set your cruse control for a speed less then you are going (i.e. 35 then go 55 manually) the converter will stay locked when you take your foot off the accelerator. This saves a bunch of lock/unlock cycling when you are on hilly roads and makes it feel easier to drive since it adds extra engine breaking. Just don't forget the cruse is still set for that lower speed!!! It'll kick in when you drop back down!
Regarding fluid changes...
I just recently changed mine (3rd owner, 184K, no idea of history). I was unsure about changing due to the "ain't broke" mentality, but figured it was a better option. I LOVE the fact that they put a very easy to access drain plug!!! The dealer said that there was no filter anyway, just a screen (I'm sure there is a magnet in there that's covered with gooey metallic junk...)
Rather than have a flush done for $120+, I drained the tranny, filled it with the exact same amount I drained (measured with wife's help [required begging]). I used MaxLife. It makes sense to use something designed for high mileage.
It took me about an hour and a half. I changed the fluid TWICE to be able to flush out a higher percentage of the old fluid (as everybody knows, the torque converter doesn't drain out). I drove about 20 minutes up to Wal-Mart to mix out the old fluid. It cost me about $40 and was very easy. The funnel that I bought was made for refilling. The plastic tube fit tightly into the dipstick/fill tube. Super easy.
Concern...
After the first flush the tranny made a funny sound, it also shifted smoother, which was good. It wasn't crazy loud, but quite noticeable. It scared me that I made the WRONG CHOICE!!! I can't explain the sound. It reminds me of a piece of very thin metal, like aluminum foil, dragging across a shaft very lightly. It wasn't related to gear selection. It made the sound in neutral when moving. It didn't increase in sound once you hit 25 or so.
I went ahead and did the second fluid change after I got back. This time the noise mostly went away. I still think I can hear it ever so lightly. Odd, eh? Ticking time bomb???
Finally...
I've put on at least another 3k (up to 188k) and it's been fine despite the faint noise, so far. It shifts better than it did before the change. However it has always shifted very hard, especially into 1st gear. Has anyone found any posts about that? (send link)