The sprockets go to 42 I think? maybe 44. You'll need a longer chain for much more than 39, unless you've already got one?
I ran 14/38 on the stock motor and now use 36
Depends how you want to ride it. Personally, i don't like the "buzziness" of the short gearing. I tried a 41 for a while and got tired of it pretty quickly. Stick with what you've got and try it. They're not hard to change, you just need to make sure you have the chain length.
The sprockets themselves are £30-£35 ish.