Well, a coolant leak will mean that you have less coolant in your system, which should be somewhat obvious.
A stuck thermostat, blockage in the radiator, damage/failure of the water pump or blocked airflow to the radiator are the most likely if you aren't losing coolant. It's probably worth checking the thermostat, and checking that your radiator gets more or less uniformly hot. (An IR thermometer scanning across the radiator as it warms up will tell you if you are getting good flow through the whole radiator surface.)
That said, if you aren't losing coolant at all, it's unlikely that the engine is actually overheating.
Most EFI systems advance timing when the engine is cold, which could result in the perception of more power. A/C does suck power from the crank, so no surprise that there's less power when it's on.
On the note of timing, SOMETIMES when the engine is running over temperature, particularly when there's a cooling issue at the cylinder head, the EFI can pull timing because it's dealing with preignition due to high combustion chamber temperatures. This will result in a "lame duck" feeling for engine performance, really crappy gas mileage, and sluggish response. This is a pretty specific condition though, and not common.
It's probably worth pulling the spark plugs to see their condition, as well as a check of the distributor cap and rotor.