Once we are ready with CM server when deploying the files to CD server,what are all the config changes i should make?
For example shell site(CM related) is not required in CD. Is there a list?
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Sign up to join this communityYes there is. Several, in fact. It depends on your Sitecore version.
You should read through the official guide: Configure a content delivery server
It describes things you need to consider, depending on your particular setup. It also describes any inline edits you should make to existing config files.
Additionally, again depending on your setup, there are a number of config files you can toggle off on a CD server.
I've not seen a version for 8.2 Update 3, as of yet.
Using Windows PowerShell, there is also a script available that can help. For more information, see: Sitecore 8: Toggle CD Configuration Files Powershell Script.