Easily reversible upgrades, such as trying different tubes would be the best way to start your upgrade path. If ANY upgrade changes the sound, which it should, that change can be for the better or worse, depending on your system and your taste. that is why something like trying different tubes is the best approach. There are many vintage tubes to try. While it is hard to verify that any old tube is truly new old stock (never been run except to test), those that test strong tend to be quite long lasting anyway.
The effect of any capacitor change is much harder to predict. Even when really good capacitors replace lower cost, supposedly inferior capacitors, the result may not be an improvement; good designers voice their components with particular parts choices. Many years ago, the "hot" capacitor, particularly for coupling capacitors, were "Blackgate" capacitors. In the right circuit, they are indeed very good and worth their steep price. I heard an amp from a custom builder that the builder asked me to listen and give my opinion. I was quite reluctant to inform him that this amp was WAY off of his best efforts. He laughed because it was one of his amps that had been brought in to undo the "upgrades" that another company did. These upgrades included Blackgates and other fancy parts like Vishay foil resistors. The same builder did use Blackgates in some of his amps where such sounded right. In one amp, the buyer complained that the amp did not sound as good as it did in the builder's shop. The builder went to the buyer's home and heard it and agreed that it did not sound that good. They went to get some coffee and when they got back, the amp, which had been on all that time sounded great. It turned out that the buyer, a very busy surgeon, only listened in short intervals so he did not hear the amp fully warmed up. The builder replaced the Blackgates with something else that warmed up quicker. Parts choice and design can be quite tricky.