Heat wrap on the downpipe works really well to keep the engine bay and transmission cool.
Also, if your transmission is caked in dirt and oil... clean it. It cools itself from the air blowing across it. If it's insulated with dirt it won't cool as well. It doesn't create much heat itself (unless it's under high load for a while), but it does soak up engine heat and exhaust heat and you'll feel it through the shifter if it doesn't dissipate like it should.
Also, if your transmission is caked in dirt and oil... clean it. It cools itself from the air blowing across it. If it's insulated with dirt it won't cool as well. It doesn't create much heat itself (unless it's under high load for a while), but it does soak up engine heat and exhaust heat and you'll feel it through the shifter if it doesn't dissipate like it should.