Yes, the exhaust nut thread item is a good thing to be aware of - it can spoil your whole day. Do you have the special exhaust nut wrench?
I suppose that I would at least check the torque on the headbolts first - if they seemed low (under 20 ft-lb) then I'd carefully retorque them in criss-cross/diagonal pattern bringing them all first up to ~12-15 lbs, then 20, then stopping just under 25. DO NOT GO OVER 25 or you will risk pulling a stud!!!
Of course, if you retorque the heads - you'll need to recheck the valve adjustments too.
BUT, if the nuts seem to be about the proper torque (23-25 ft-lbs), then I would start preparing for the job. For each cylinder, you will need the large o-ring, and 2 small o-rings for the 2 studs that use them, and while you are there you may as well replace the pushrod tube seals so you'll need 2 of those. You may or may not need a new valve cover gasket - if yours has been replaced in the past few years I wouldn't bother as long as it isn't damaged when removing the valve cover(s). Also, you may want to just get a set of new head gaskets if you end up separating the cylinder from the head. You will also need a tube of YamaBond or Hylomar to put a very thin schmear on to help seal things up again.
Alot of folks rotate the engine to TDC before removing the cylinder so that the piston can be left in the cylinder - you won't need to replace the rings that way. There are tips on doing this step (removing circlip from wrist pin and drifting out wristpin from cylinder, leaving top of the piston inside the cylinder bore) are available in several places - including Oak's Top End Manual, which I have somewhere around here...