http://www.justradios.com/
is a good source for capacitors, electrolytics and mylars.
You can get terminal strips for mounting the new caps at Radio Shack.
http://www.allelectronics.com/
is a good source too, you can get the 1n4007 diode 6 for $1.00.
This is a 1000 peak inverse voltage 1 amp diode which will replace most of the diodes in tube amp/radio power supplies.
Replacing the old selenium rectifiers with new diodes will give a performance boost too.