From what I can tell the main difference (sound wise) between pots arises out of differences in the resistance rating. 500K is brighter than 300K etc. The capacitors seem to have more tonal impact in terms of their type and construction.
I quite like the Russian NOS PEPT poly caps if I am using a 0.033uf. One good thing about them is that they are very cheap (especially if you buy in bulk!), but they sound good too for more modern tones.