In pedal work, especially if you’re just getting started, start with this baseline of excellent-quality passive components suitable for low-voltage work:

• Metal film resistors (typically 1/4W)
• WIMA or Kemet box film capacitors (typically 50V voltage rating, but could be anywhere from 35V to 100V depending on value)
• NP0/C0G MLCC capacitors for everything 1nF and under
• Electrolytic capacitors from one of the major “-on” brands: Nichicon, Rubycon, United Chemi-Con (UCC), or Panasonic
• X7R MLCC capacitors for power supply filtering (10n to 1uF, typically in parallel with larger electrolytic capacitors)

If you don’t know what all the datasheet specifications mean or how they apply to your circuit, this is a shortcut to pretending you do! Your builds will be reliable and consistent, provided you buy from a reputable distributor like Mouser or Digikey to avoid the possibility of counterfeit or off-spec parts.

From there, experiment if you want. Draw your own conclusions. But make sure you do it using basic scientific theory, otherwise you’re bringing a magical or superstitious mindset to a field that operates in predictable, measurable ways. (For more on this, see Audio Qualities of Different Component Types.)

Then, if you like the sound of a particular component, use it! There’s nothing wrong with using something more expensive, or cheaper, or old-stock—just as long as you don’t misunderstand the reasons you like it.