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The Gyro looks to be a straight 49mm headtube, so an integrated bottom cup won't work. You need a 4 top cup and and F bottom. Merlin have 10% off Hope over £50 so it works out pretty cheap.
http://www.merlincycles.com/hope-pick-n-mix-headset-cups-55430.html
Add in a head doctor if you particularly want one, but I wouldn't bother.
Technically a headset press is the way to fit, but I've always had good results with freezing the cups, and tapping them in straight with a piece of wood and a hammer.I'd choose Hope over CK for headsets, they're excellent.
Ok, my headset bearings are buggered. A set looks to be ~£30 and I have a Cane Creek 40. I'm thinking it might just be easier and better to upgrade to Hope. Any thoughts?
Would this be the one I need for an Orange Gyro?
http://www.wiggle.co.uk/hope-tapered-integral-headset/
Would it require any special tools to fit?