Iron core inductors use much less wire, but at the cost of performance. They heat up easier, and then their inductance will begin to change. For capacitors, there are several types that can be purchased. The basic electrolytic capacitors are cheap, but do not pass high frequencies well. Mylar capacitors pass high frequencies better, and have less inductance and resistance.
Polypropylene are even more expensive, but have the least problems.
It is suggested that you use Mylar or Polypropylene capacitors for values less than 20 uF in the mid or tweeter section of the circuit. Otherwise, use a non-polar electrolytic capacitor. Resistors also have a wattage rating that determines how much power they can handle. As a general rule, any resistor in series or in parallel with the driver needs to be able to handle as many watts as the driver will see. A resistor in line with a 100W driver needs to be rated at 100W. The only special case is resistors used in a L-pad.