If you get the GY401 gyro try to get the Futaba Digital 9253 that comes in a package deal. I beleive the new package comes with the 9254 which is a bit faster and has more torque. As far as the rest of the servo's I would at least get good ball bearing servo's. If you have the extra money but don't want to go crazy the Futaba 9202 coreless servo's are great.

The Caliber 30 is a nice heli, I am sure you will like it. You also have to decide if you want to set it up for Mechanical or electronic mixing. I have flown one both ways and it fly's great either way. If you want to set it up for Electronic mixing you have to make sure your radio can do it.

Once you really get into flying you will most likely want to trade up your 6 channel radio for a 8 or 9 channel heli radio. For now your radio will work fine.