Installing nice wire from the get go is a good idea IMHO.
Installing other upgrades at this point is not.
I think that building a kit stock and living with it that way for a while is the best way to get a handle on what you like and dislike about an amp. It gives you a baseline to decide how you'd like to proceed with your mods (is it too warm or too bright?).
Also, there's the practical matter of troubleshooting a modified kit. If you run into an issue after the kit is done, it complicates matters. On top of that, those big film caps are almost impossible to work around. Many times, problems with these kits are bad solder joints, or components in the wrong place/orientation. Both of those issues are pretty easy to see and fix in stock form but almost impossible to access with film caps in place (unless your really lucky).
So maybe you're an old hand at electronics and have been troubleshooting space shuttles for ever, but if you're like me, build stock and enjoy the tunes for a while.