RE: Brushless?
Yes, a brushless motor will last longer and give more power for the same ammount of amperage draw. No, it can't be used with your current electronics (you'll need to replace everything).
Yes, you can replace the brushes on good quality brushed motors. You can't do it on the motors that come with your mini lama.
You'll just be better off replacing the brushed motors when they crap out. It'll take some time before it happens, and replacements are cheap anyways.
I don't think a brushless setup would really be worth it on a small coax heli.