if people are willing to go to the extent of upgrading capacitors in a Radio Shack speaker. Why, I dunno? Then there's a lot of truth behind upgrading the capacitors of these things.Well I dabble with my equipment too, for fun!

That does not mean, my equipment is better afterwards, but it is fun to do so, don't loose sight of that.
If it is just better sound you are after, you are better off listening to good advice given here, and replace them, but what's the fun in that?
Most manufacturers bear into account the quality and character of the components they use, to get to the final product, if you change some, you will get a different sound, you may like it, you may not. If we believe we know better than the designers, well then . . . .
But sometimes, only sometimes, a certain product does have a certain shortcoming that can be fixed, only because the manufacturing budget did not allow for those better components, so if you think we can improve a product for a few cents, I doubt it.
I personally did upgrade the inductors (bar one), resistors and capacitors on my Sonus Faber - Grand Piano's, and I think they sound a lot better, but it cost me over £200, and a fair bit labour.
remember you are doing it for fun too, if all else fails, you learn something, and you will have fun.
Happy upgrading.
P.S. see my other post regarding my recent upgrade on a cheapo DAC I picked up on eBay :
http://www.audiocircle.com/index.php?topic=132635.msg1406192#msg1406192