Lastly the ESC programming. The detail for an Align ESC can be found on my Align ESC setup page here.
An overview of the Align 35A ESC specification can be found here.

Don't forget to balance your main blades, mine were perfect out of the box, however, this is unusual.
Therefore the normal blade balancing technique should be followed.

If you have followed these instructions you should have a heli that doesn't bog during climbout and is
good for sport flying, loops, rolls etc etc.

Before flying for the first time ensure that your gyro is in heading hold mode. This can be tested by holding the stick over one direction and then releasing, HH mode should leave the servo at the end of it's travel. If the servo bounces back to center immediately then the gyro is not in heading hold.

When flying for the first time pay particular attention to how long you have been using your lipo during the flight.
Inital flights will just be little hops to get a feel and then trim the helicopter out. Do not flatten the lipo.

The Trex will handle wind but I would not recommend much more than 10mph for intial flights.

Before attempting the first lift off verify that you have free movement of controls in all areas. This is extremely important as a notchy cyclic servo can easily lead to a crash. Put some light oil on the main swashplate metal bearing and some teflon based oil on the flybar holders. Check all links for stiffness, particularly the new purple style links.