The domes and head shell are sold separately since there are lots of different combinations of the two that someone might want.
Better cooling isn't the only advantage. You do get a horsepower and torque increase with the head and domes. The amount depends on the dome selection, your other mods, and and your elevation.
If you are at sea level running 93 octane, you definitely don't want to install 17cc domes. 21cc domes would be recommended...at 1000' you could use 20cc domes.
No head gasket is used with the head. Only the orings.
With the head and domes, nothing else is needed. The orings, copper washers, and acorn nuts are included with the head shell.
PM or call if I missed something or can help.
-David