Capacitors

It depends in speakers or in electronics , if in electronics 

The u.f has to be the same and hopefully better distortion ratings 

The volt at minimum the same size in there  a bit bigger voltage 

Even better if you have the space ,most companies design for average quality

Not modding upgrades, I have 25+ years in  upgrades 

1,000 watts / 8 ohms = Voltage squared

should have been P x R = V^2

When I see 400 and 800 volt caps, those (and 250 volts) are typical of crossover cap voltages for high(er) end caps.  Hadn't really considered tube circuits.

@toddalin  - They aren’t high voltage to be high end.  They are high voltage because wound film caps (which makes them high end) can’t really go lower.  They literally can’t make the film thinner. 

In my speakers I had lots of 400V caps... but only because the brand/model didn’t go smaller.  Here's a popular cap for high end speakers, as well as electronics mods.   Notice that in some very small uF values are only available in 630V varieties. 

Tube gear has lots of supplies that are at 200V or higher though, so high V caps are mandatory.