The coupling caps in the stock kit are 1.0uF Solens (though we may have shipped you 1.5uF's in their place). This would be the most significant upgrade, and you could easily go much lower than 1.0uF, .47uF is a decent choice.
There's also a 0.1uf cap in the shunt regulator circuit that's potentially worth upgrading. A 400V cap is OK here.
The 75K 1/2W and and 47K 2W resistors are also very much in the signal path, those could be upgraded, but be sure to use 1% parts or buy enough to match.
The 10.5k resistor, 0.030uF, and 0.010uF caps make up the RIAA network, you can find decent upgrades for those at Parts Connexion, but again, keep the resistors as 1% parts, caps at no more than 3% unless you can find a pair that measures closely. For the 0.030uf cap, paralleling two 0.015uf caps tends to be easier to implement than finding a 0.030uf.
-PB