You don't want to use NiMH in a heli: they're too heavy. Instead, you need a 3-cell lithium polymer pack. You'll also need a gyro; without it, you'll be fighting the tail all the time. The typical recommendations are three Hitek HS65 servos for the collective/cyclic, a Futaba GY401 gyro, and a Futaba S9650 servo for the tail (the tail servo needs to be fast).

The GY401 and S9650 are pricey, but they'll give you excellent tail hold. The less expensive gyros tend to drift with temperature change.

As for radio equipment, I would strongly recommend something that uses 2.4 GHz spread spectrum. You don't have to worry about frequency conflicts like you do with 72 MHz FM. The Spektrum DX7 is popular, but if you want to same a little money, the DX6 would do you well. Those radios come with a receiver and servos; you may or may not want to use the servos. I'd recommend doing more research and reading the forums here, at RCGroups.com, at WattFlyer.com, and at HeliFreak.com (I consider the Finless T-Rex setup videos at HeliFreak.com a must-watch).