You will get split references on the grease part. Personally, I would grease it because under load, the grease helps protect the gears, under the conditions I am using the car in (parking lot racing). Dust and dirt does get into your bevel gears, but that's why you must clean that when it builds up in the car. The main thing that will damage bevel gears the most is crashing.
http://www.tamiyausa.com/articles/fe...article-id=226
Here's David Jun's tips on building the evo v.
Hope you find the info useful