For tube amps, it is not a good idea to stray from the original capacitance values for the power supply. You can damage the amp. Higher voltage values are OK, though.
For solid state amps, things generally aren't quite as sensitive, but you can still quickly get to the point where the capacitance is a mismatch for the capability of the power transformer and rectifier circuit.
A final note for capacitors in speaker crossovers -- changing the capacitance value here will affect the crossover frequency and thus the speaker's overall response. Presumably, you bought the speakers because you liked the way they sounded. You may or may not like the way the changes affect the sound.