Torque crater? Overblown...
that said, header and tune cleans up the dip. A good EL long-tube gets you gains across the board (with tune) - so does just driving the car.
You don't need a different radiator. Oil cooler is a good idea if you're pushing hard enough. Tires and alignment. Brake pads and fluid.
beyond that... read! Maybe start
here and
here.