Felipe,
I can't really say much here.
However, here's my 2c.
You can use 1W and 2W metal film resistors for shunt duties, and up to 10W wire wound (inductive style is fine since a voice coil is very inductive anyway) for series applications.
Bipolar electros are fine in shunt modes, but at the least polyester caps should be used for series applications, such as driving tweeters. The best is the foil polypropylenes, and the exotica like Hovlands are marginally better again.
Can't answer for sources in Europe. Britain - Cricklewoods and Maplins - have all this stuff but are expensive. France has the excellent metallized polypropylene caps from SCR in Chateroux, well priced too. Holland might be worth a good look as well. I'm told the Ansar from UK is a very good capacitor for crossovers.
Cheers,
Hugh