Cam Gears do improve power even with stock cams. If you've upgraded the intake and exhaust you will get even more power. But you have to do it right and have a dyno tune. So this should probably not be done til you've got all the other basic bolt ons.
If I remember correctly the zetec works best with 0 degree adjustment on the Exhaust Cam and almost -5 degrees on the Intake Cam.