Well, an upgrade in power is an upgrade in power. If you want to go faster then parts will break faster. There are plenty of brushless motors that are less powerful than the stock RC18 brushed motor, so simply saying that parts break faster with brushless is not exactly fair. But the fact is that most people get brushless for a huge increase in power, so yes, parts do usually break faster.
The EZrun comes with motor connectors, but the battery plug it comes with is a strange one, looks like an old Tamiya plug but smaller. Definitely needs a Deans upgrade right out of the box.
No need to change your spur gear, but its always a good idea to have a few pinions to tune with. In most cases the stock pinion will work for a 5200Kv, but depending on how you drive and where you play you might want something different.