In the R51 generation, the most problems occur on the 05-06 models, followed closely by the 07 models. In 2008, Nissan did a model "refresh" which included making the V8 available and extending the nose slightly to accomodate this. Many of the initial problems were worked out by then, as well, so you would be best off to purchase a 2008-or-later model Pathfinder. The transmission cooler issue can include, according to Nissan, 2005-2010 models. That said, the issue seems to have affected only the 05-07 models and a few 2008s. The "bypass method" was invented to prevent the issue from potentially occuring on those Pathfinders that "might" be affected. The "bypass method" involves re-routing the hoses so that they run only through the auxilary transmission cooler located in front of the A/C condensor and not through the integral cooler located in the bottom tank of the radiator. So, the way to check if it's been done is to simply look at the bottom tank of the radiator and see if there are hoses connected to it. The other option to address this issue is to replace the radiator with the updated Nissan radiator or an aftermarket radiator. As far as performing the "bypass," this can be done by yourself (there are instructions on the forum) or by any auto repair shop. Labor takes about 20-30 minutes.
As far as gas, Nissan states "premium gas recommended for maximum performance," so using regular unleaded is perfectly fine. Personally, I've noticed no difference in performance or mileage using regular versus premium fuel.
LE versus SE, or even SE OFF ROAD, depends on your preferance of options. The LE gives you leather interior, sunroof, Bose, dual mode and rear climate control and Auto-mode four wheel drive standard. The SE's will give you part-time four wheel drive. The SE OFF Road gives the hill climb assist and hill descent control. There are other differences, but those are the major ones. So, if you're looking for a fully-loaded Pathfinder that will see mostly streets and highways, LE will probably be more to your liking. If you're into off-roading, the SE or SE OFF ROAD would be more practical.
The "other" big issue on these vehicles is the upper or "secondary" timing chains wearing through the guides. This will make a "whining" noise and will require replacement of the upper chains and tensioner "feet" as per a TSB on the issue. You can hear the noise on YouTube; just search for Nissan VQ40DE engine noise and you should be able to find a few vids. There are a bunch of issues on the 05-06 models, ranging from bad oil pressure senders to faulty fuel senders, transfer case leaks to squeeky hood latches. They're all listed on the forum. Common mods include replacing the rear shocks with monotube type (ie Bilstein HD or Monroe Reflex) and installing Airlift 1000's to the rear to prevent the "saggy rear" when towing and to also improve the ride.