There is very little, if any, noticable difference between round wire and flat wire air-core inductors. However, with iron core, there will be some energy storage that can cause smearing.
But with capacitors, it depends on how good your hearing is. There really isn't much difference between 10% and 5% capacitors, so don't worry about that. However, bipolar caps sometimes behave non-linearly over large voltage swings, like those seen in a speaker. They also may not discharge properly, causing smearing. Typical caps used in speakers (Dayton, Solen) are good enough for most applications, although a number of people with good ears and a reasonable mind (a rare combination - most people only imagine they have good ears

) think Sonic Caps are a good choice for certain situations. I use them, but only on top-quality projects and then usually only on the tweeter. Very few pople I trust have said that Hovland caps are better than Solen.
If you'd like a long dissertation on these subjects, and can afford the phone call, call Jeff at
www.soniccraft.com, and he'll talk capacitors until you hang up on him.