First off what is your plan? Where are you going with this car?
I have never liked the idea of 4 door race cars. No matter what you do, a smaller lighter 2 door car would be faster with the same modifications. It's up to you though....
Oil cooler is definately not worth it, cooler oil does not mean better performance. Oil coolers are for engines who need additional cooling to keep it about 200 degrees-FI, heavy NA all motor, etc.
Definately no nitrous, either. On a stock engine, (especially a 94) it will do much more harm than good. Again, what are you going for? I don't see nitrous helping you much if you want reliability. I vote no.
Cam gears, definately a go. You can precisely tune your cam no matter what set up you have (even stock) with adjustable cam gears. You can see HP gains from that, and increase gas mileage.
Hope that gets you started.