What all do i need to take to machine shop?

If I take a set of heads in, would they generally prefer them assembled or disassembled?
Ask 'em. They'll probably like to tell you they'd like to see them whole, that way they can nick you for disassembly. Hey, they are a business...
I'd take them in disassembled, but with all parts boxed and individually labelled as to their original installed location- for instance, "#7 intake valve", "#4 exhaust rocker", etc.