Following up on Bob's advice:
Largely, replacing caps should be done only for a reason, but with some qualifications:
On the VTA family of Dynaco upgrades and clones: These caps are 'modern' by any standard (with the exception of the Russian PIO caps, and that is an entirely separate discussion as 'age' is not a factor), and unless there is an internal amp problem that causes damage to them, they should last indefinitely (including the PIOs).
With OEM Dynaco products, I would posit that there is at least a 75% likelihood that they *MUST*be replaced (all,of,them) and a 95% chance that they *should* be replaced. Exceptions would be those products that have been in very nearly constant use 'since forever'. I have found that in very nearly every case, the sound of the item benefits immediately by replacing the small-value caps on the boards, and of most of the (tube) Dynaco products that have come my way over the last 20+years, all-but-three have needed some-or-all of the electrolytic caps replaced. Those three were of the very-nearly-constant-use group.
Gets to some other very basic and important concerns:
Tooling - Capacitor checkers and ESR meters are not terribly expensive, but too much for one-off needs. If one is going to make a habit of diving under the hood of tube audio, go for it. And the associated tooling such as a good VOM, hand-tools, soldering station and so forth. A tube checker? Scope?
Skills - there are lethal voltages in pretty much any tube product. Is one skilled enough to make changes and alterations? Does one know how to de-solder the old and solder in the new without mis-wiring or causing any damage? Can one read a schematic and/or understand a pictoral so as to get i t right?
Basic Knowledge - purchasing the correct items from the many options out there. Eutectic Solder being one, and why. 105 or 125 C caps. Cap tolerances. Resistor tolerances, so on and so forth. Making sure that if a component is changed/installed in one channel, it is also done in the other, and that those parts installed are at least reasonably closely matched.
Patience - we, all of us without exception - make mistakes. Sometimes the consequences are spectacular, immediate and loud, sometimes they are subtle and take some time to manifest. We need to forgive ourselves and learn. But retain all that patience.
Systematic - have a plan and follow it, is the best way to describe this. "Skipping steps" is a sovereign means towards inviting those mistakes.
I have been peripheral and into this hobby for over 40 years now, and in that time, I have accumulated pretty much every tool I will ever need, with the possible exception of FM alignment tools. Accordingly, I take a great deal for granted, and some of the things I can do are beyond the means of the lesser-equipped. To this end, I pretty much always suggest that would-be self-servicing individuals cultivate an Elmer (
http://www.arrl.org/elmer-award ) to learn to walk through and avoid the pitfalls common to beginners.
Long-winded way of stating that when I see a question such as yours, I immediately become concerned as to the reasons for it. Done for the right reasons, all good. But for the sake of doing it - the risks are significant, the potential gains negligible-or-less. You did start out right - asking here. And Bob gave you what you need to eliminate obvious causes. Which, notably, are not caps.
Enjoy!