Hi and welcome,
It is not uncommon for the bearings to go on the 250STXE, I would suggest that you change your bearings to SKF (although these are now made in China as well, however the quality is better). It is not a difficult job to do yourself. If you plan on doing it yourself, let me know and I will give you the SKF part numbers for the bearings. It is a good idea to replace the bearings with sealed bearings, that way you will not have to keep pumping grease into them.
To the best of my knowledge, there is no work shop manual available. I have written to Shineray a couple of times, to no avail. I change oil at the following intervals; before first motor start (straight after delivery, the chinese oil is a little suspect

) then at 300, 500, 1000 and then contrary to what a lot have said

, every 2000 k, if you use a good oil (mineral and not synthetic in accordance with the hand book) it will not be necessary to change oil more often (besides it being a waste of money). Make sure you run your quad in properly (keep the speed down for the first 1000k). In terms of what each service requires, there are only things like checking brake pads and discs, clutch free play, lights etc. These should all be checked at regular intervals anyway. Make sure that all your nuts and bolts are tight (loktite helps) I have changed all my nuts and bolts for stainless steel, that way they are not going to rust like the original. The chinese steel is not up to our standards, so if you are not carefull the original screws are likely to break relatively easily.
You will not gain any great increase in hp by simply changeing the exhaust. You will gain a little more speed by changing the sprocket ratios (but not a lot). You will also improve the cooling by changing the main jet in your carbi and perhaps an open air cleaner (sports air cleaner). You will also need to re-adjust your valves, they are normaly set too tight at the factory (that way they run quiet) this is not much good for cooling the engine, you also run the risk of burning the valves. So at you first oil change, adjust your valves.
For any additional tips, have a look at some of the other posts I have written.
I hope you enjoy getting your hands dirty, cos that is what you are in for with these quads, and besides they are a lot of fun.
If I can be of any more help, let me know. Cheers and have fun
Johnny
hi there can you tell me Johnny how is the clearence of the valves
thanks anyway