I always try to install the engine with as little attached as possible. That way you have less chance of dinging up or scratching up stuff. Easy enough to add on the engine after it's in. Not sure about your exhaust manifolds or headers though. I will try to do that when I install an engine at the same time.
I was planning to get the exhaust manifolds bolted on before install I suppose that without the radiator installed I could put the fan on once it's in the car?