What are you looking to upgrade? Speakers? amp components? Preamp?
I would target your speakers first. Make sure you use polypropylene as they have a very low 'K' value (this is a good thing) Auricap makes a damn good cap. It will probably cost you $100.00 to do so depending on your crossover.
Next I would target your coupling capacitors (if you can identify where they are) Again use good quality caps. Teflon, polypropylene, some say paper in oil$$$$.
Lastly you could change your power supply electrolytics in your power amp. This will help you at high listening levels