Radio is optional. I've been using the latest one, and found it fine with dGB, but TBH I've never seen very large differences with using different radios. You can find an archive of radios
here - there is a mirror link at the bottom of that first post, which has the advantage that it includes md5 checksums so that you can check you have a good download (more info on that
here). Personally I would check a radio download, because a bad radio file can permanently brick your phone.
Note that you can only flash a radio .zip through recovery if you are using a hboot which gives you standard partitions. To be precise, you need > 30 MB in /cache. Most custom hboots (CM7, Oxygen, etc) use a very small cache partition, so if you use one of those you can
only update the radio using fastboot (there's an ADB and Fastboot FAQ in the Desire All Things Root Guide sticky post in this forum - red link in my sig). If you are S-Off you can fastboot flash the radio anyway: extract the img from the zip and flash that. Do not try to fastboot flash the zip file. If you are at all unsure about how to update a radio, ask first. If you do it through recovery the phone will reboot itself a few times - don't panic and don't interrupt it!
Hboot will make dGB much nicer, as it will give you a lot more internal space. Personally I'd suggest the 65MB version, as that allows a little space in case you theme it or add anything to /system. The procedure for updating hboot is described at alpharev.nl. The important thing is: take a nandroid before updating the hboot, do the update as described, restore the nandroid. Changing the partition boundaries is likely to foul up your current ROM, but restoring the nandroid will put everything back in the new locations. If you use a dGB hboot, remember that you'll have to change hboot again if you ever change ROMs, as no other ROM will fit in that small a system partition.
Link2sd is optional. Use it if you like, but you'll have about 360MB of internal space after changing hboot, and with moving apps to sd the normal way you can fit a lot of stuff. If you need link2sd, you can add that later. It does work with dGB, but I don't use it myself.
You should probably do one or other of hboot and link2sd, or else you have a minimal ROM and a shortage of space. I'd recommend the hboot of the 2. My statement the other day was just that you didn't
need the hboot in order to make the ROM work, but it is better with.
After that, it's a matter of installing whatever apps, launchers, etc you prefer. dGB includes a very small launcher and a very stripped-down keyboard, but those are purely to get you started - the assumption is that you would install your own preferred launcher and keyboard. That's the main point of dGB - as little as possible in the ROM, then add on just the stuff you want.