If I had the budget I'd get some oil caps, but they're huge and expensive for 10uF. The Auricaps are an excellent option - very neutral sound, but I'm tempted at the moment to maybe try some obbligatos (waiting on a shipping quote from parts connexion). I'm not doing this because there's anything wrong with the Auricaps - I'm just curious to experiment.
Let me know what you hear if you do end up putting a pair of obbligatos in your Mainline. My ears are extremely sensitive to any problems in the really high frequencies (i.e. harshness in frequencies greater than 12 kHz). I'm not sure if oil caps have a bit more roll off in the really high frequencies, but from anecdotes they seem to. Although I don't really mind the 5-10 kHz bump in HD800's frequency response, I find their really high frequency response to be really annoying at times (I can hear up to 20 kHz still; I'm in my 20's).