UPDATE:
I asked earlier if I could skip secondary, and you said it was more or less a judgement call. I judged to go with your side. It needed a clean-up, and it was the perfect opportunity to rack the beer onto the coffee. I was VERY happy I did this (although it meant I had to go buy another carboy).
Speaking of the coffee...my cold brewing of the coffee F-A-I-L-E-D. It ended up that the coffee grounds just ended up absorbing the water. Basically it was coffee sludge. I couldn't get even 1 cup of coffee out of it. Clearly I needed the idiot directions or I left it in the fridge too long. Anyway, I hot-brewed 4 cups and used that instead, hoping that the bitter taste would appeal to me...
And it did! I tried a sample today after 2 weeks in the bottle. This stout is fantastic! The best way I can describe it is exceptionally balanced. The cocoa, coffee, bitterness and alcohol are not fighting amongst themselves for superiority, but rather dancing together for a well-rounded final product.
In eBay speak: A++++++++ would brew again!!
Thanks for the recipe!