emainorbit:
Thank you for the great answer! That was exactly the kind of advice I was looking for. I have to admit I always looked at gears and chains as trivial mechanical issues, but now a new world opens up in front of my eyes.. Also a world where, like I find in your experience, I think I couldn't afford a car if I had to buy its individual pieces..
Anyway, I made my mind to give Tamiya's kits a try even if, considering I plan to reduce a stepper motor, I guess some careful adaptation will be unavoidable.
Something to keep in mind is belt drives are easier solutions for many problems, although they can have slippage; they are more tolerant of slight misalignment issues as well. Slightly less tolerant, but still easier to build than a geared system, is a cog/timing belt design. The next level would probably be chain and sprockets (like on a bicycle). Then gearboxes. Each level is less tolerant of misalignment and low-precision than the last; that is also the scale of cost of parts (that is, a belt-drive system is much cheaper to construct than a gearbox).
Shaft mis-alignment can be compensated for by compliant/flexible couplings (on the low-end, a simple piece of rubber tubing or hose can be used; on the high-end - double-u-joints, or for high speeds, CV joints).
Ultimately, whatever power-transmission method you build should be selected, designed and built as accurately and precise as your skills and tools will allow for, to get the best results.