[Arran]

I would just use vinyl covered wire in the appropriate colours, the closest modern equivailent to the rubber covered junk, 18 and 20 gauge preferably, solid or stranded depending on the application. You can buy repro cloth covered wire but why spend the extra when you don't have to.
On the subject of capacitors Radio Daze has a good selection, so does Bobs Antique radio supply, Mouser can supply most of the other stuff like resistors and precision ceramic and silver mica caps, and electrolytics. Leave the small mica caps alone unless there is a mystery problem that changing the usaul parts does not solve, unless it's one of those large wax dipped micas that Philco sometimes used.
Regards
Arran