Modern capacitor replacement for tube audio
Shotgun replacement of capacitors is an unwarranted fetish. To be sure SOME capacitors degrade with age. But others are as good or even better than modern replacements. Wet electrolytic capacitors are subject to drying out and/or leaking over time. They loose their capacitance and cause audible symptoms. 

Capacitors used for power filtering will allow mains-frequency ripple to enter the circuit which will be heard as hum. This is a prime symptom that filter or bypass capacitors need to be replaced. 

The smaller value (0.002 to 1.0 uF) capacitors will be found in DC-blocking, AC-coupling capacitors in-line with the audio signal. If they lose value, it will be audibly apparent as loss of low-frequency response.  

Other uses for smaller value capacitors will be in places like tone controls. And a change in value will result in the tone controls acting differently or even failing completely.

Note that those old fire-bottle circuits need high voltage capacitors which are rather uncommon in modern times of solid-state circuits.  There are vendors online who specialize in components used in repair and construction of tube circuits.

Suggest actually evaluating the gadget before making any component replacement decisions. As the old saying goes: Don't try to "fix" something that ain't broke.