Given that your Avalanche is on the GMT800 platform, which is also what the Suburban, Tahoe, and Silverado are on, I think you should be able to adapt factory parts to it really easily even if the brackets aren't there. There should be some crossmembers behind your grille that you can mount the cooler to, that's how it is in my Tahoe. The transmission already has the lines running to the radiator, and it's definitely a good idea to have a cooler for towing. Make sure you use tow/haul mode if you have it, it knocks the transmission temperatures down a lot. A scangaugeII or similar tool to monitor the transmission oil temp is a really nice thing to have too.
I just got done mounting an auxiliary trans cooler. Still need to wire up the fan. This will far out cool any other trans cooler that you can mount on a truck. I mounted it on the skid plate and drilled holes in it to help move air through it. Also put steel mesh between it and the cooler to prevent rocks from damaging cooler. Will put it to the test this weekend.
I also have a chevy avalanche. I think all of them have a built in tranny cooler in the radiator. You can also run an auxilary cooler before the built in cooler. The one that was recomended to me was this:
http://bmracing.com/?wpsc_product_category=hi-tek-automatic-transmission-cooling-system
With the fan it can be mounted anywhere and does not need to go in front of the radiator.
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