Yup. You can pay a lot for resistors and caps, too.
I think circuit design is much more important than the parts inside, with a slight exception for transformers. You don't want crappy transformers, though even the best iron won't turn a bad design into a good one.
For caps and resistors, I prefer solidly built ones with 105° or better temperature ratings, tight tolerances, and I always buy ones rated a bit over what the circuit requires. The price difference between a 1/2W and a 1W resistor is a few cents, so I put 1W resistors in. A little easier on the resistor and a little bigger margin of safety.
Also, I think you're better off buying a dozen or two of less expensive parts and then hand-matching them. A 5% tolerance is pretty good, but you can do better with a meter. I'd much rather have finely matched, symmetrical circuits in each channel than fancy boutique parts that aren't precisely matched.
