Why not. Projects are fun and you derive satisfaction from hearing the distinct improvement. Would not go nuts with Mundorf and Jorma internal wiring, but within reason it's a good idea.
Sure, there's always room for improvement in any commercial design, but keep the old parts in case you don't like the sound. It will sound different, not necessarily better.
I think you'll be surprised and very pleased. However, Theil made some bitchin' difficult and complex cross-overs, so good quality stuff will be expensive just due to the parts count since a single good big cap can run $80 or more, so...
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