I think the "speed tuned" gears may be the same thing. The way you can tell they are the 0.4 gears is that they are white. The black ones are the 0.6 pitch gears that come on the standard kit. Just for the record, the car is still pretty noisy with the 0.4 pitch gears. I use them because there is a finer gearing change as you change the size of pinion gear. In theory, they should have less friction and therefore improve performance, but I don't think it's noticable. I have an Integy setup guage set that I use to adjust the toe up front. There, of course, is no rear toe adjustment. The same guage set also lets you accurately set the camber if you get the adjustable upper link tierod set. Since I run rally and have a lot of suspension movement, I really need the adjustable upper links. If you run the car around 5mm ride height, the fixed upper links should be around 1 degree of negative camber as I recall. If you don't have a guage set, you can pretty much eyeball the toe setting. Since the steering tierods are not turnbuckles, it's easy to get them both adjusted exactly the same.
As far as batteries go, I like the Panasonic Gold 3000's and that's what I use on my TA03 and F201. There are many companies that make stickpacks with them. You should have no problem finding stickpacks. The older GP 3300's and Sanyo 2400 nicd packs don't fit very well, though, so you might bring your car with you to the hobby shop to make sure the packs fit. Good luck!