Some people love tweaking their equipment. Quite often some tweaking does not really change anything you hear, and sometimes there might be noticeable change, but not always for the better. Most of the time, second-guessing a piece of equipment’s designer component choices results worse than original performance. There are cases where tweaking can have difference, but usually it is not worth of the problem.
Typically the component values in equipment are carefully chosen to get best overall results. The designer generally knows what he’s doing and has chosen the values and component types pretty well. Unless you are a pretty good expert on the field, there is a good change that your different choice you make is worse than the original. Usually it’s best to leave things alone, unless you are an expert in the field and can fully understand and analyze how those changes affect the circuit.
Some people try to change filter capacitor capacitor values based on simple theory that bigger always is better. The original equipment manufacturer has chosen the values for his/her filter caps for a reason, typically based on number of things to consider. It might be something as simple as the determination that a larger value adds only expense to the final product, without adding any measurable or discernible improvement in performance. It could also be that the values are chosen so that they match other parts of the power supply well (transformer, rectifier diodes, fuses etc.).
A significantly larger capacitance values than the original can over stress some other components and/or cause the equipment fuse to blow when you power up the equipment (maybe not immediately but after a short time). Most likely “more” will not equate to “better”. The rule of thumb should be: “if it ain’t broke, don’t fix it.”
If you have determined that the current filtering are leaking, or have failed in some other way (resulting in hum), then replace them with new ones with of the same value.
There are some components that have had significant changes over the years. Some early popular op-amps (like 709s, 741s, LM301s, etc.) were fine for low performance applications (portable radios etc.) but simply weren’t very good for “hi-fi”. Those early op-amps were marginal for “hi-fi” because they had a combination of asymmetrical slew rate and high-noise. Changing those for a better ones can help sound here.
But when changing op-amps you need to know what you are doing. Replacing an old op-amp with a new different better one can fix some problems but has risk of creating new problems. So when changing op-amp you need to really understand what you are doing.