In the case of the SEX, the C4S upgrade consists of two C4S circuit boards that replace two resistors. So, the "parts the upgrade replaces" don't amount to a great deal.
Still, if you have never heard the difference that the C4S makes, I would most certainly recommend that you build the unit as originally designed first, and live with it for awhile, before upgrading. That pretty much goes for any upgrading you decide to do. Until you establish a baseline performance, you cannot possibly know whether an "upgrade" is really an improvement, can you?
As far as "Clarity Caps" are concerned, I imagine your search engine will point you to sources.