The amount of heat wasted into your oil is primarily related to engine speed rather than load - this is not to say load doesn't come into it. For example, piston temps will rise increasing crankcase oil temp particularly from the squirt jets. If you fit a turbo that uses a larger mass flow of oil, chances are you'll increase oil temp also.
So again, it really depends how you drive it. I'd say it's worthwhile for any car you want to do sustained high speed in, or track days. Ultimately, only proper engine instrumentation will tell you (eg temp, pressure sensor)
You don't necessarily need to spend a lot. Maybe re-route the coolant pipes to the existing water-oil cooler through a separate low temp rad? Little electric pump to feed the system, motorbike rad or oil cooler, could be cheap.