I would not buy the gears on my own with the intent to save $$$ on their purchase with the plan to provide them to the installer. First, most any shop will discount the price of the gears to closer to what you can buy them for... if you ask them to. Most of their $$$ is made on the labor to install them with anyway.
Why not buy them yourself? Because if they install gears that you provide and something goes wrong (as commonly does) afterwards, they will blame the gears you provided. The dealer you bought the gears from will blame the installer (which is usually the cause of any problems) and you will be caught in the middle and responsible for getting the gears swapped.
Then, if you are able to get the gears replaced under warranty (difficult), the installer will want to charge you the labor cost again since, don't forget, he blamed the gears and not his labor.
You are MUCH better having the installing shop provide EVERYTHING. Only then will they be responsible for everything with a warranty on both the parts and labor.