I didn't want to order from Percy or Welborne, so for the caps I bought:
(7) 470uF 63V Panasonic FC (Digikey # P10352-ND)
(2) 220uF 35V Panasonic FC (Digikey # P10297-ND)
(8) .22uF 50V Panasonic Polypropylenes (Digikey # P3224-ND)
Note that if you buy 10 of the 470uF and the .22uF you will save money even though you only need 7 or 8 of them because of the qty discount. I believe the WIMAs are metallized polypropylene, right? I would assume the Panasonic Polyprop's might be better since they are not metallized.
Pete said the 470uF would be fine, and I would probably suggest using larger than a 100uF at least for the output cap if you use low impedance headphones or you will lose some bass. Whether the Cerafines would make a big difference over Panasonic FC I couldn't say since I've never compared them. Upgrading the output cap to a Blackgate would be a good choice, but you can always do that later.
If you are also ordering stuff from Mouser, you can save a little cash as mouser carries many of the parts that are listed on Pete's parts list from Digikey. Just do a search on the manufacturer's part number. Usually mouser is a little cheaper, but not always.
As far as on-board upgrades there isn't much you can do besides change the caps and play with the different tubes and biasing. If you go off-board you can use nicer RCA jacks, potentiometer, power supply, and case.
Hope this helps!