Tubes last longer than caps.

IMO, caps are the most failure-prone components in vintage audio gear, by that matter it is common to replace all large electrolytic caps and also small paper capacitors which are very unreliable.
It's essential to replace the new ones of the same capacity and voltage rating, with a margin of error of roughly 20%. It’s recommended that you have at hand a copy of your radio's schematic diagram. The schematic will show you the location and value of every part in the radio, including capacitors. BTW, which is the Pilot model?
IMO,it makes no difference the caps quality you choose, because most of the time the circuitry in these vintage receivers is not sophisticated enough to respond to such caps’ subtle differences.
You can start step by step. The large electrolytic first, and later the small ones.
First, do not forget to unplug the receiver before doing anything. Electricity kills.
We at St have a nice collection of links in the DIY section; you can look for one about soldering: Video Solder Tips
http://www.sound-thinking.org/index.php?showtopic=583&st=30Keep us posted.