OK, grease. From what I understand Honda makes a great Moly grease. Myself I use Mobil synthetic.
Yes, you will need a press to get the bearing off and on the triple tree. I had a friend pinch the bearing in a vice and proceed to hammer the triple tree shaft to remove one. Also, do not forget to replace the races which are inside the neck of the frame. You should never reuse the old races on a new bearing as it will lead to premature failure of the new bearing. The races need to be hammered out with a "pusher" like an old screwdriver. I did have to use a Dremel tool with a cutting blade on one of my races and cut a small section out first on one of my races. Do not worry if you cut a slight groove in the neck, it will not hurt a thing. Just don't go through the entire neck!
As far as the anti dives go, it is actually a very simple task to hook them up, you simply use the brake line wire, the yellow circuit, and use it to trigger a simple SPST relay to apply 12 volts to the solenoids. Each solenoid has a black and white wire, connect the black to the black and ground them, and apply the 12 volts to the two white wires. If you prefer you can just leave them disconnected because, as mentioned, with the progressive springs they have a minimal effect as opposed to the stock springs. I took the time to hook mine up pretty much because it is an easy task to do and overall I like the anti-dive concept myself, others do not.
As far as the make of the bearings, no, you do not need to use expensive OEM ones, just a good quality aftermarket brand. From what I remember I used "Balls" or something like that...