Right now, no. Changing them out won't have any affect. The power consumption and heat aren't in the game yet.
Star Citizen
I thought they had an effect on EM/IM detection ranges (ie: stealth gameplay), but after looking around it seems those mechanics have been broken since 3.11?
I knew that component stats were all normalized a while back but I had no idea that affected IR + EM emission data.
Bumer
Currently there is not much need to change coolers as even the lowest of coolers have enough cooling power for all components; and in fact don't cool down Weapons.
Powerplants are only need in upgrade when you have issues keeping everything online (Engines, Shields and Pew Pew) at the same time.
I can't wait for the day when the weapons, shields, powerplants and coolers have their own characteristics back and that it makes sense to move away from stock.
Quantum Drives though are really important, especially in ships that have limited Quantum Fuel Tanks (Small and smaller ships) where you have to weigh a Quantum Drives reach against speed. A speedy Quantum Drive guzzles up your Tank and you need to do take more Stops or you take a slower one but that one gets you there in one-stop.
That situation could also be interesting once we have bigger Systems like Pyro online where you won't have a Space station at any Lagrange Point.