definitely the delco coils are better, they have a MUCH hotter spark, you will notice that your car will start with almost NO effort. as far as rockers and valvesprings, i'm not sure if they are P&P with the LN3, but you can check out this page http://www.seriesoneperformance.com/valvetrain.html
for those parts. as far as the headers go, you don't need them, it would take a HECK of alot to have an LN3 outflow its stock manifolds.
if you really want to go all out, and you wanna go fast with the car you have, consider a supercharged engine swap. if you are SERIOUS about really making one QUICK car, then it is worth the effort. do a search for frankenbonne, that'll give you a good idea what is involved.
oh and just to let you know, you claimed you were "smoking your tires" well just to let you know, unless you feel like replacing your transmission REALLY soon, the THM440T4 can only take so much. I see that you only have 60k on your current drivetrain, but to be totally honest, if you want do do that kinda thing, keep the funds around to buy a reman/rebuilt 440T4 with stronger internals.
also, you got rid of your ac condenser and rad? just to get your terms straight, you probably mean the compressor (one on engine) and condenser (one in front of the radiator) but im curious, why did you do that? What real benefit do you see from it, unless you're running a real race vehicle, the compressor running freewheel really is not taking up any extra energy. without a condenser, you can cool your engine easier, but don't you use your A/C in the summer?