This part was the simplest so I got it done first. I printed the registration form from the Delaware voter registration website and mailed it in with documentation. In just a few days, they emailed me my polling place information.
This was a bit more involved. I needed to fill out Form DS-11 and take it (with my certificate of naturalization and a passport photo) to a post office. All the post offices nearby accept passport applications by appointment only. However, I checked the list of post offices a bit farther out and noticed that the Middletown post office didn't need an appointment, so I could be seen right away and get it done any weekday. Much more convenient! Plus, it was an excuse to have breakfast at the Middletown Hardee's. :) Less than a month after that, I got back my certificate of naturalization and my new passport in two separate mailings.
I figured I'd save this for last since I could use the passport both as ID and proof of citizenship when submitting form SS-5. I thought it was odd that they use the same form both to update information and to replace a Social Security card but I figured they'd ask me what I wanted done. This actually took the largest amount of my time because the Social Security office in New Castle was very busy. You'd think they were giving away money or something. :) After a 90-minute wait, I got to see a Social Security clerk. He went through the information with me, updated the relevant field in the database, and we were done.
Eventually, I'll have to sponsor my parents for immigration. it appears that the process begins with form I-130 and is a bit more involved. We'll see how that goes when I'm ready to tackle it.