It's a must, really. Capacitors that are over 20 years old and very susceptible to heat will undoubtedly fail soon. You will find a copy of Larry Pina's Macintosh Repair & Upgrade Secrets book a very good investment - used copies are available from many sellers online. The appendix of this book lists all the components on the 128K/512K/Plus logicboard, analog board/CRT video board, and the SE analog board/CRT video board. Unfortunately it does not cover models after the SE.
I personally think it is a very wise decision to replace all capacitors - both electrolytic and ceramic, on the logicboard, analog board, CRT video board, and power supply. In theory, this should ensure trouble-free computing for another couple decades, providing other parts are in good working order and haven't had a stressful past.
Trag doesn't sell the capacitors you need for the analog board, video board and power supply. As such, you'll have to source these from a retailer such as Farnell, which I believe do supply the general public and not just businesses.