Caps make a massive difference in tube amps, one thing that's nice about tubes is the PS (power supply) caps don't need to be so large value and you can get rid of electrolytic caps entirely. In the PS the final caps make the largest difference and many times their value isn't critical but they usually form a RC filter so you want to make sure you keep the filter freq far outside the audio band. The 1st cap in a PS is more critical in value, try to match that value as close as possible, but this cap makes less of an audible difference vs the final caps. For PS caps by far the best choice is Clarity TC caps, the difference vs electrolytic caps is night and day, these caps have less internal resistance by a few orders of magnitude! The difference in speed and dynamics is immediately obvious.
Cathode bypass caps make a pretty big difference too, usually it's not feasible to get rid of the electrolytics here but you can add a film cap in parallel. For this application the Clarity ESA or MR would be the way to go, the ESA 250V caps are very small for film caps and not too expensive. I use a 1.5 uF Clarity ESA 250V as bypass here.
Coupling caps may make the biggest difference, for this copper foil caps are the best I've used and I suggest Jupiter for this application. I don't think the Mundorf caps even come close and I have not tried Duelund but tbh I'd just go with Jupiter, I've compared them to many caps including RelCap copper foil and the Jupiter caps are excellent.
Also worth considering is grid stopper resistors, cathode resistors ans PS resistors. Grid stoppers should be carbon comp, Allen Bradley are still available from PCX but Riken or Amtrans carbon film resistors are a bit more neutral. Carbon comp is the ideal resistor type here but it's not like the Riken or Amtrans won't work, you just want to avoid wirewound as they can actually make things worse than no resistor at all! For cathode and power supply I like Mills wirewound, they are very neutral. If you have Kiwame or other carbon resistors I would be very skeptical, Kiwame are horrible if you actually want fidelity, I wouldn't want those resistors anywhere near one of my amps. If you want a more relaxed sound I'd try Allen Bradley grid stoppers.
Good luck and have fun!
