It depends on who you'd try to target with Rollins/Ellsbury. I don't think it's a good idea, I feel that Rollins has a good year in him, he's just getting off to a slow start like most elite players. Try not to get too antsy - there's no reason to think he won't be able to turn it around, and considering the offense he hits in and his home park, there's too much potential for production to consider shopping him barely 6 weeks in. But, like I said, it all depends on who you'd get in return.
As for giving up on steals, I think you actually have a lot of potential for SB in the team you're fielding. Keep in mind that most teams don't usually put up huge SB numbers (unless their OF is Crawford, Ellsbury and Abreu somehow) week to week, so even though your squad may not have a lot of players that swipe bags at a decent rate, the couple guys you have that will do so I feel are enough to keep you competitive in that category. Holliday, Ellsbury, and Rollins all have shown that they can be SB machines, so I wouldn't give up on SB completely just yet.
As far as shaking things up, I think that the your team could improve the most with changes in SP. It's just a complete fluke that guys like Oswalt and Nolasco have been struggling as much as they have, and Fuentes' peripherals are of some concern as well. I would drop Bronson Arroyo, or try to package him with Nolasco (about whom I'll stop just short of saying he'll be a bust) for a decent 2nd or 3rd starter, or a promising young stud who has promise as a keeper. I like your Dallas Braden pick-up, as his ERA is among the league's best for how many starts he has, and his home field is where hitters go to die (compare Holliday's April production this year to last year's). Losing Arroyo won't be a big deal at all, especially considering that Lackey's due back very soon, maybe even sometime this week.
Also, a couple things you didn't mention, but that I feel are worth discussing -
I'm down on Ryan Ludwick. I feel his production last year was outside of his ability, and he should be hitting much, much better considering the lineup protection that Pujols gives him. He clearly has the power to prove me completely wrong, but until that happens I would consider shopping him around to see what you could get for the guy.
Scott Downs has been lights out as the closer with Ryan on the DL, but Ryan will eventually come back, and who knows which B.J. is going to show up - the 32 save stud from '08, or the '09 dud who could barely tickle 90 this season so far. The Blue Jays are paying him way too much money to rationalize using him as a set-up man, and there's a very real possibility that Downs will revert back to the 8th inning man once Ryan is back, and if Ryan's returns healed up and as good as he can be, Downs would become worthless. If you're willing to roll the dice and deal him, I would considering that you have Nathan and Fuentes, however Downs would be worth holding onto as keeper considering it looks like Ryan doesn't have much left in the tank after this year.
Don't trade Matt Holliday, and trade Mike Lowell. I'm not sure how you're feeling about Holliday given his production this far, but resist the urge to trade him if you've been feeling it. He's a good hitter that seems to have woken up a bit recently, and although his numbers will be limited by Oakland's ballpark, there's a very real chance he'll be traded long before the deadline, and if he does than you can expect a huge boost in his power numbers. As for Mike Lowell, he's been raking this year and is on pace to post similar numbers to his great '06 and '07 campaigns, but I'm here to tell you that this is unlikely. Lowell historically starts the season off hot, but his numbers taper off as the season wears on. Also, it's unrealistic to expect him to hit 20/100 this season like he did a couple years ago - he's a few years older now, his bat's slowed a tad, and although the BoSox offense is scoring runs, it's still not nearly as strong as it was when Lowell posted those huge numbers a few years ago with Manny and a non-horrible Papi. Although the possibility that he turns in a career year is always possible, I would personally try to sell high while you can.
What do you think of trying to package Lowell and Bronson for a young stud pitcher like you were thinking, Maybe Lowell/Nolasco/Arroyo? I think it might be worth it, depending on who you can get in return. Maybe work Ludwick in there too, if you're feeling up to it.
All in all, I like your line-up. You have a very good mix of established, quality players with some really promising young talent to hold on to for the coming years. Hopefully I was of some help to you, let me know what you think of my analysis. Best of luck with the rest of the season, and judging by the strength of your lineup I think you'll be set to get to first place before long. If you wouldn't mind returning the favor, I'd really appreciate it - viewtopic.php?f=29&t=384532