You can test the capacitors for leakage in circuit. If you have a Digital Multimeter of decent quality. DMM doesn't have to be of the Fluke level, but also not one of the $9.95 Home Depot cheapies.
For polarized caps, make sure to measure with the colors on the leads on the correct polarity. For ceramic (the tan "disc" ones), there isn't polarity, but there are for tantalum which look different, shiny, sometimes blue, but polarity is marked on the front.
to make sure caps are drained, with no power plugged in: Turn amp on, plug in guitar w/out power plugged in. This should drain most of the caps to nothing, letting it sit for a few days would allow the rest. Measure from ground to the positive side Voltage on the caps to make sure it is zero. Probably just measure the physically large electrolytics to make sure, located in the power supply area.
After measuring voltage to be zero, switch the meter to the 500k range, and check the caps for resistance. If it shows anything other than "infinity" or "out of range", then there might be a problem, you need to make sure there isn't a resistor in parallel with it. On large caps, over time (a few seconds), you will see the resistance start out low, then "grow" to infinity. This is due to the cap charging from the DMM.
In circuit testing is NOT 100% definitive (or usually recommended), but it can give you a pretty good "idea" of what may be wrong if something is horribly off. e.g. A Cap measuring 10 Ohms, with no other components in parallel, or a diode showing zero resistance in both directions.
One thing that would be EXTREMELY helpful /faster would be a schematic that showed the typical voltage/bias levels at different points in circuit. The $9 schematic would probably have that info. That is much better than passive testing with resistance in circuit.