I, personally, don't believe cables make much of a difference unless you're spending some decent coin. Caps, on the other hand, can be upgraded to extremely high quality for far less. The better Jantzen caps are supposed to be quite good from what I read when I was in the market for caps to use in my Gedlee Abbeys. The cheapest line of theirs is supposed to be only so-so, but the price is way down there. Sonicaps have been cheap enough and all of the speakers I've heard them in were really uncolored so I have to assume what Danny is saying is true.
With all of this said, the best speakers I've heard in my home used Solen caps in the crossover. That doesn't mean they couldn't be taken to another level with better capacitors, but don't spend too much on tweaks...invest in new speakers at some point. Hell, there are some great speakers that cost a few hundred dollars, so keeping around vintage speakers, performance-wise, often makes no sense.