[fenbach]

I always do. start with the ones connected to the tube cathodes. especially if it hums or squeals. these old caps can't be as good as new ones. and I sometimes attach a .5 uf cap to the cathode of the output tube, no. 41. start by clipping one on to see if it eliminates any humming. other end to ground.
you probably should replace the tall round filter capacitor also, no. 67 on the schematic, part no. 30-2168. the positive leads of the 2 caps are both connected [internally] to the post with the green marking. the post with the yellow marking is the negative lead for the 8uf cap. connect the negative lead of the replacement 4uf cap to ground. I found them a bit tricky to wire up. let me know if you need more to go on.