Gatman, to answer your question, it makes absolutely no difference to the missile what kind of warhead is attached. But, what is of the utmost importance is the capability of that missile as a delivery mechanism. If you can't get the warhead to the target, then basically the missile is worthless.
You are correct that many nations may have a nuclear capability but don't have the delivery means. This basically means that they may pose a regional threat but do not have a global threat which would manifest itself in the form of Intercontinental Ballistic Missiles (ICBMs). This is one of the reasons that the launching of objects into space by China a few years back with the assistance of LORAL raised some serious security concerns. Prior to that launch, China had the warheads, but not the means to accurately deliver those weapons outside of a regional influence with any accuracy. After the LORAL incident, it is believed that China now has greatly improved their delivery means accuracy and increased the vulnerability of the US.
One of the reasons that Iraq was not a "huge" threat during the Gulf War was their lack of a delivery system. Sure they had SCUD missiles, but for all intensive purposes those were basically unguided rockets that were aimed in the general direction of population centers, kind of like the German "V" weapons of WW2. Should they get better delivery systems, they could expand their sphere of influence and terror to Europe and eventually the US.
Bottomline is that a bullet can kill, but only if it can be aimed to hit the target reliably, else it is just a hunk of lead.
