I replaced *everything* in my Thiel CS2.4s except the cabinets and drivers. Sounds much better than original. But it was a lot of work and expense. And fraught with the possibility that I would screw it up. Important to match values of original parts (well, ok to increase voltage of caps or wattage of resistors) and make sure that total series resistance is close as possible to original circuit.
As for capacitor life, electrolytics start to degrade after, maybe, 10 years and should probably be replaced by, say, the 20 year mark. But film caps are very stable, essentially lifetime caps.