Strictly ballpark suggestions here on wire:
18 - 20 gauge for the tweeter
12 - 16 gauge for the two mid-woofers
You can start off by using some simple solid core copper wire from your hardware store and see what gauge gives you good results for just a few bucks each. Most stores will allow you to buy this from a spool for pennies per foot. Once you find the right combo, you can then experiment with different brands / types of cable that come in those specific gauges. Who knows, you might be happy with the "generic" wire and leave it at that.
As to the caps, i would look at using
Auricaps if possible. Don't know if they come in the values that you need, but it's worth checking into.
If you have large resistors in the circuit, try replacing them with some
non-inductive Mills . As mentioned, keep the leads on the components ( resistors & caps ) as short as possible and make secure connections prior to soldering.
While you're doing all of this, you should take steps to "damp" both the crossover AND the actual baskets of the drivers themselves from external vibration. You might be amazed at how much sound a ringing speaker basket contributes to the overall output of a speaker. Many different approaches to this, so have at it. If you want suggestions, email me directly. Sean
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