Wow, I wasn't even remotely aware that the shogun came in that price range.

I would think the rx would have some indication of how the servos plug in. Check out helifreak.com on the top of the page over there you should be able to find the "finless videos" that Bob puts out. Great info in them that will cover almost everything you need to know.

The way it should work is your speed control will connect to your battery pack (lipo I assume without checking back in your post) and from your speed control you will have a lead that plugs in to the throttle position on your receiver. Depending on the receiver, it should be able to accept the voltage from the esc without problems. I have a dx7 with ar6100 and I can't remember exactly what the range is, but I know there is an input voltage range (maybe 4.8 to 14v or so) and it should work anywhere in there so you shouldn't have to have a seperate pack for your receiver/servos.

Looked at your photos, the larger rx should work just I would figure a bit of added weight.

What batteries did you buy? 90 bucks a piece seems a bit high IMO but can't be sure.

I use the TP 2200 and Flite power 2500 on a mini titan and I think the two are similar in size. 75 bucks or so for the TP packs and a few bucks more for the flite power. Both are good packs.

The three swash servos generally plug into the elev. aileron, and pitch channels, tail servo goes to the rudder channel (with the gy401 you plug the gyro into rudder channel and the servo plugs into the gyro, don't know how your gyro setup is.)

Check the radio's manual and see what they say in it about heli setup and channels in the radio.

Most of this will just require a bunch of reading and you should feel knowledgable afterwards. Check out the finless vids though. I figured you were talking about one of those 300-400 dollar rtf setups because I just haven't seen that many higher end helis come off calling them RTF when they are ARFs