The different transmission ratios thing is a myth. Other than the mainshaft the R and SE/SP gearboxes are the same.

The engines are effectively identical, the R barrels are 0.2mm shorter, the R head's have that 0.2mm on them instead.

So, other than the better base suspension there is no reason to choose an SE. It really depends on what you plan on doing, if you're going to fit a new rear shock and a replace the forks then it doesn't matter. If you're going to have them serviced and sprung for your weight then the SE forks are a better starting point.
You can spend a fortune here either on fancy valve kits and/or RS/F3 or forks from other models.
Or you could just use some fresh 12.5w (mix 10w and 15w) oil, that works quite well.

Be aware the NSR disc's are smaller, if you swap to another model fork (RS/F3 or nc35 are the easy options) you'll need the larger discs.

As for the rear shock, the R unit is rubbish, the SE one is OK if serviced. One of my racebikes came with a CBR600 shock, the CBR600 model number is F3, this is NOT the F3 (FIII) race series! It looked totally stock and worked well.
You'll see some people say use an RS125 rear shock; you can do that but it doesn't clear the stock rear sub frame.

Obviously the SP wheels are slightly lighter, though as you may have difficulty sourcing 110 width decent tyres personally I'd swap the front to a 3.5" rim and use the 3" for a wet tyre.
The cheap option is the nc29/30/35 wheel (also used on some CBR600's) - it looks exactly like the NSR wheel except it's 1/2" wider and is a direct replacement. They tend to sell for decent money as they also fit the 16" wheeled FireBlade. The CBR400 nc23 wheels also fit's and is slightly lighter, but it looks odd as it's 3 spoke.
You can then run 120 width tyres and there will never be a problem.

As for the rear wheel, there's not a lot wrong with the stock item (R or SP), once again there can be problems getting 150 width decent tyres but a 160 width tyre on the rear is fine.
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