I wouldn't bother with the small mica ones, just the yellow waxy ones and the electrolytics in the can next to the OZ4. Also, the one you mentioned is quite important.
I use this guy and find his service excellent. He has a nice explanation of what types you should use etc. His site is worth looking at just for learning purposes.
http://www.geocities.com/justradios/aboutjustradios.htmlWhen replacing the capacitors, sometimes the new ones are much smaller than the old ones and you end up with long exposed leads. In these situations, I use some insulation stripped from hookup wire to cover the leads.