Ok, first off, only do parts that are going to be strained, and parts that are cast steel or aluminum. Forged parts won't benefit, and can actually be weakened since they're made differently. As for doing your header, it won't do anything but waste your time.

Save cryo treating for things like the crank, rods, camshaft, lifters. You can do the block if you really want, but you run the risk of having the sleeves fall out of it since aluminum and steel cool at different rates. I also wouldn't suggest doing the whole head, since the valve guides can also fall out.

Also, under no conditions subject your bearings to cryo treatment. Bolts aren't going to get much stronger than grade 8 hardware either, I wouldn't bother.