Depending on what the ESC will be used for and how tight the packaging is I will use something between 3500-6000uF. I replace all the four stock capacitors with 25V, 35V or 50V Rubycon ZL, ZLH or ZLK caps. If space allows I will add two more for a total of 6 caps.

I prefer to use wire from GS Racing, Deans or the German supplier who's name I am forgetting.

Progressive RC also has some good silicone wire.