Yeah, those King Arms gearboxes come with the bearings.
For accurate installation of those bearings (and any bearing or bushing for that matter), I'd suggest contacting Airsoft Innovations and purchasing their Bushing Insertion Tool. It allows for perpendicular alignment of the bushing/bearing during installation and relieves all pressure off the fragile inner races of bearings.
http://www.airsoft-innovations.com/BushingPress.html
As for the Guarder gears, might as well pick up the high speed set. If your ultimate goal is on that path, you can help kill two birds with one stone by troubleshooting with the proper gear ratio.