Some of those plastic looking caps are really just paper caps with molded plastic around them. The "black beauties" were this way. Some, like these slightly more modern ones, are a bit more reliable, but I've seen several leaky ones. If you're recapping the set because it's not working properly, then yeah, I'd probably just go ahead and replace 'em all, but if all is well, then you should probably just leave them alone... but - remember - replacing capacitors with the same value shouldn't really change anything, provided that the original was good at the time you replaced it. A .01 cap is a .01 cap is a .01 cap - but if you replace a leaky .01 cap with a good one, then there will be a difference. I'd say spot check a few with a meter, try to see if any are obviously leaky - if so, replace 'em. If everything works and the caps check out, leave it alone. Check your voltages, and make sure things are within spec, if you've got way-off voltages on some of your tubes, start suspecting the caps in that area. Just because the set _works_, doesn't mean that everything is perfect. But, then again, this is the obsessiveness in me speaking. If it ain't broke, don't fix it. Watch it until it breaks, then fix it
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-Ian