Looks like you have everything needed to change your priming system to small. As for your upgrades, some guys go all out and get aftermarket stuff for every component. Others leave them bone stock. It's personal preference. I'd highly recommend a light kit so you can see into the casings, roller handle, strong mount, spent primer catcher and the bearing kit. Those few items will make your life way easier.
If your press didn't come with a manual I'd recommend downloading a copy from dillons website and printing it out. It will answer 99%of your questions providing you actually read it. This forum is also a wealth of knowledge.
Good luck!