I just got a used Neco MOSFET, and on the first day tested the AC cupply from the wallwart and it was stable to a tenth of a volt, then repeated the test with a 18V Clairtronic toroidal that I had in an ABS box for another amp and that was not as good and the one included with the Neco. So I wouldn't invest £20-40 bulding an external transformer in a box PSU for this amp.
The power supply of course extends onto the PCB, and in the new V2.1 Neco has changed the electroytic capacitors near the opamps to larger value onnes, they look like Samwha VA series, which are high spec but pretty cheap caps:
http://www.rapidonline.com/Electronic-Components/Capacitors/Radial-Electrolytic/130-deg-Low-impedance-miniature-electrolytics/77042
Neco might even be persuaded tp do an upgrade for people with the v2.
A second more expensive change would be swapping the voltage regulator for an aftermarket super regulator, you'd need a +18V model; I think only Brent at audioupgrades.co.uk supplies 18v models, but I might be wrong. Larger options like the JLH ripple eater simply won't fit in the case.
The other capacitors could be swapped for higher spec pricer options, the best on paper smallish PSU capacitors are probably the Rubycon ZLH, these are pricey and probably not the best bang per buck upgrade. In my experience a good cheap upgrade are the resistors on the signal path, especially when the signal is weakest: in the case of the Neco this is the resistor that leads into the opamp(underneath the PCB); resistors on signal path by the mosfets; the feedback resistor going back into the opamp. The V2.1 also has an upgraded volume control and headphone socket, space would probably not allow for a fullsize stepped attenuator.
I have ordered some fancy resistors and will report any gains they provide.