But my reading of the OP is that the question concerns coupling and bypass caps. Are you seriously suggesting bypassing with electrolytics?
BEFORE worrying about bypass or blocking caps, ALWAYS ensure the electrolytic PSU filter caps are up to snuff. Way too many tube amps have inadequate primary filter capacitance. Dropping the 120Hz by 10dB is far preferable to 100kHz by a couple.
Too often they are under voltage, too high ESR, too small, etc.