As for the peepee issue, I would say if it is brown or brownish red, I'd be concerned. (Darker than Budweiser? Or darker than a Guinness!!!) Also if she seems to have difficulty urinating or if it seems painful. And the coughing, could it be she's pulling on the leash?
Nigel usually feels pretty hot to the touch but it is normal for him and he is very healthy.
If her appetite is good, she's alert, and life is going as usual with no symptoms that last more than a few days, things are fine. Like newflvr said, you'll probably sense it if something is really wrong. And you know, a trip to the vet for a general health check might make you feel more at ease.