How do I get the msp430 EZ430-RF2500 to communicate with an MPU-6000 gyroscope over SPI?
In the scenario you gave, Device 1 performs the calculation and asks Device 2 to move accordingly. Therefore Device 1 runs the control algorithm; it is the controller. That suggests Device 1 should be the SPI master, requesting gyroscope data, and commanding moves. 

Also presumably, the RF2500 is receiving commands from a transmitter somewhere - another data point suggesting it is the (onboard) controller.

I suspect you can make either approach work, but that's not really the point - starting from the cleanest design makes the job easier.