Yes better/different parts will change the sound. But parts swapping is not the only answer. Adding a filter choke to lower ac noise or making changes that use a more direct route can have offer better sonic improvements versus just part swapping. Simply resistor changes can make improvement at a much reduced cost. Experimenting with part swapping can get expensive especially the higher priced capacitors. You may get different sound but how much better will it be for the price? All caps have a sound and none of the ones that I have tried are perfect, I seem to always give up something.
Happy Listening.
Happy Listening.