I think it probably helps the life of the gears, to grease the metal gears, a drop of oil for the bushings, and I like to make some grease shields too. All this sounds like a lot of work but it's not - and certainly easier then buying new gears and installing. And exactly like philipat said, run the gears in for an hour.
If you are changing your gearboxes get the black steel gears and keep them clean and greased and you'll probably never have to change them again. The grey cast zinc gears are what you get with a new "metal version" tank but they too benefit from running in and lubrication. If you are changing the gearboxes so much the better, they are easier to run in that way and you can give them a proper grease job before you put them in. Just clamp them to a bench (I use a wooden TV tray table! I live with my wife in 440 sq ft, as the French say "demerdez vous!" ("Make do!"). I have so many tanks i have made a connector to hook the motors straight to the battery. It uses alligator clamps to the leads on the motor.
I don't want to insult anyones intelligence but, you know you wouldn't run your car gears without grease, well these are the same of course. Running them dry will certainly kill them in no time. So will dirt and water if it doesn't get cleaned out pronto...for new metal gears it is wise to run them in. If you can't do that at least lubricate the gears. Some people have an elaborate run-in procedure, but I can't remember what they said to do right now. So being the lazy type i do it this way. If the gears are in the tank, just remove the upper hull, remove the tracks to reduce the load on the gears Lube them with oil (i cover the rest of the tank with wax paper or plastic because there will be a mess). Lube the gears with non petrolem, silicone oil, like rc car shock oil is perfect. they make 3 thicknesses, for running in choose the thin one then use the thick one for running. Or just pick one and use it for everything, the important thing is never to run them dry if you can help it.
For running in, run the gears for 5 minutes then stop. (A rubber band on the joystick to keep them running). I like to stop every 5 minutes, let the motors cool, wipe off the gears shavings, and recharge the battery.
After a while, i cover the innards of the tank, hold the tank motors end down, (don't forget to cover the rest of the tank from the wd40) hose the gears out with WD40 and clean off the shavings. Then relube and keep going. Run the gears in reverse too. Do this till the gears have at least half an hour on them or you get sick of doing it. Then clean one last time and grease. (Can also use electrical contact cleaner it is supposed to be plastic safe.) I have compressed air so i use it on the dirty gears (about 30 psi and keep it away from the electrical contacts so's I don't blow them loose).
If you make grease shields i feel you can use any grease you want. Petro grease on plastic is also a bad thng but if you have spent 10 minutes cutting grease shields, very little grease is going to touch plastic, so I use cheap car grease. (I have 5 tanks i need it cheap).
The grease shields are easy to cut. In the fastener section at lowe's they have a "hobby" section, with some piece of fairly thin sheet tin or copper, that's thin gauge and about perfect. I have some that measures about 4" by 7" or something like that and you can cut them with tin snips easily, then bend them into gear grease shields. And glue on one of those powerful magnets to hold the grease shield to the gearbox housing. ThenI lube the gears, with a dedicated paintbrush and grease. Plus don't forget teh bushies, one drop of oil in each bushing, and you will most likely get more life out of the gearboxes. Whatever you use, it needs a lot of cling so, thicker might be better here unless you are ok with relubing frequently. (I hold the upper hull on with only two or three of the screws, to make removing it faster).
Some grease shields that Lord Haw-Haw on this forum made from copper sheet. Aluminum, tin, whatever is thin enough gauge to hold its shape yet work the material by hand. The workmanship on this one is quite good, and they are easy to bend.