Gearing on a stepper motor will give you more torque, slower speed, higher losses, and higher play/backlash.
If it's worth it to you depends on your requirements. It may be better to use a larger stepper motor, or a finer-pitch screw, or both, instead of a gearbox.
The stepper motor you link to is rated 12V and 1.6A; the driver you link to is rated 8-45V and 1.5A (up to 2.2A peak if you add heatsinks.)
So if you add heatsinks, and don't exceed 12V (so the stepper doesn't draw more,) then that driver may work.