Well, for caps direct in the signal path, IE dc blocking on output, i am using Mundorf silver in oil. Only been insitue for a week, but i am happy with them already. I want to try the CVH Teflon caps, heard very good reports, but they are pricey.
Others i have tried are dynamicaps, mundorf supreme, audionote copper foil and some russion millitary paper in oil, but the silver in oil beat them all hands down.
TBH, i've not played much with 'lytics yet, its still on the cards tho.
As for resistors, ive tried many but the vishays always came out tops.
I think with all of it tho, it really depends where in circuit the components are. That is down to trial and error to work out.
Its a right royal pain sometimes, sticking them in, they sound crap, wait 2 weeks to see if they get better, rip 'em out cause they still sound crap.