I wouldn't change anything....until you get it running.
I'd fill it with water, instead of antifreeze (in case there are any coolant leaks). Make sure the oil level is correct. Then I'd run it for a few minutes, to warm the oil up good, change the oil and filter, drain the water and replace with antifreeze. Check for any other oil leaks (cam and crank seals will probably be leaky). Take a good look at the water pump weep hole (the one in the bottom of the water pump snout), to make sure the water pump seal isn't leaking. You could change the timing belt....depending on how many miles are on the engine and if it has been changed before.
If you do happen to change the timing belt, you could go ahead and change the water pump too (even if it isn't leaking). A lot of people recommend changing the water pump when you change the timing belt...."since you are there". Personally, I only replace stuff that needs to be replaced. Changing a water pump out isn't a big deal to me. I can easily do it in under an hour.
It sounds like the engine is already installed. But if not, look around the oil pan and see if it is leaking (oily between the oil pan and block, or the outside of the oil pan is oily). If it looks like it is leaking, now is a good time to pop the pan off, clean the surfaces up and reseal them with RTV/silicone.
The distributor housing likes to leak too (oil running down the back of the head is a good indicator). If it is leaking, then you can remove distributor (set the engine to top dead center on either #1 or #4 first), remove the 3 bolts that hold the housing to the back of the head and seal it up with RTV/silicone too (leave the rubber oring in place). Put it all back together and reinstall the distributor in exactly the same position as it was before.