Good morning! I hope I can tackle a few of your questions for you.
Tubes: From a purely collectable standpoint Philco tubes are desirable, however any brand tube that meets the electrical requirement of the circuit will work just fine. Buying new or used is up to you, however if you don't have a tube checker buying new is the safer bet. There are even differing schools of thoughts on checking tubes. Some prefer to use a dedicated tester, some just plug the tube in and if it performs, then it's good.
Caps: Avoid Chinese junk. Other than that, again, the choice is yours. I've been buying mine from
http://www.justradios.com as he has pre-WWII values available, they are good quality, and the price is pretty good.
Wire: I don't know that anyone has a brand preference here, I'm sure someone will speak up if they do. The choice, once again, is mostly yours. I've been using cloth covered wire from
http://www.radiodaze.com because I like the way it looks in an old radio. It's "period" for most of them. As for gauge 18 or 20 gauge is sufficient. The bigger concern is to make sure that it has a 600V insulation rating. Some wire is only rated to 300V and many of theses old sets have voltages that exceed 300V. No extra shielding is necessary, however when replacing wire keep the length and routing the same. Changing either of these can lead to poor performance, howling, or other reception issues.
The metal towers on top of the chassis are either IF transformers (square with a hole in the top for adjustment) or filter capacitors (cylinders). The filter caps absolutely need to be replaced. Do a search on the forum, there are many methods for either "re-stuffing" or bypassing these capacitors.
Good luck on your project!