I have to say that I am still in the learning process with my Blade 400, and what I found to be quite frustrating is that the tail doesn't hold at all.
The most diffused opinion and suggestion I found on internet is that both the stock servo and gyro are not adequate for the job and should be upgraded as soon as possible.
After reading here and there it seems that one of the best gyros out there is the Quark, produced by Spartan RC.
At the moment Hobbyking sells it for relatively cheap, so I went ahead and pressed the "buy" button.
The installation was very easy, and the programming steps are illustrated in the manual, which you can download here.
I also had a look at Finless Bob's video channel on Helifreak, where he illustrates step by step how to properly set this gyro.
But these are my impression on the gyro and how I installed it on my Blade 400:
Now, as soon as the rain stops I will be testing the Quark out and report immediately my impressions.
EDIT as of May 2013:
This gyro left its Blade 400 which shook itself to death once and for all, to land on a T-Rex 450 Pro. Well, not only it tamed down the crazy tail of the B400, but made the 450 Pro a wonderful machine. The programming is dead easy, and the control is mad. The authority is incredible, and it really makes flying flybarred helis (anyone left?) a pleasure. If someone like me is old school enough to fly with a gyro...well, this is your best bet. Make sure you frequently check Spartan's website as they often have sales...