you hit it all pretty close to the mark.
With the larger inductors, you can go air core, but the resistances get prohibitively high and you end up dissipating a lot of heat (which means loss of efficiency of the system). Iron, ferrous powder, steel laminate and torroidal core inductors all lower the resistance and cost versus air core. I've heard all on woofer sections and can't tell the difference. I could in the midrange, though. Iron core ended up sounding grainy, but that was for 500 Hz to 3 kHz -- below that I wouldn't worry. Now I have three 3 mH inductors for comparison: a steel laminate, ferrite powder, and air core. One of these days I'll get around the measuring all three to see if there's anything measurably audible (more than my anecdotal "graininess").
Resistors: there are some high end resistors and there you get a bit more power handling and tighter tolerances. If you don't mind measuring all you get and custom matching -- then don't worry about the tolerances. if you need EXACTLY a certain value across the board, then the more expensive ones may fit the bill (but I wouldn't go there first). That being said, the MILS resistors I tried sounded great and were spot on -- more so than the meter I was testing them with
Shelf life and tolerance are the biggest factors in capacitors. I'm sure at a certain point (like much in the audio industry), you just end up paying for hype.
Has anyone else done some testing or comparisons since we last updated this thread? All I got is the inductors I tried.