Not at all. It's fairly straight forward. For smoothing caps, I always use either ELNA LAO 10000uf >=63v or Nichicon fine gold similar capacity. I have a preference for hexa ultra fast diodes in my Salas shunts. Any good MKS4 or MKT for the *02/*04 caps will work. For digital, the *02 cap should be a good 220uf lytic. One of my favorite caps is the Elna Silmic II's. They work very well in this position, but a good Panasonic, or Muse is.. well good here too.
That's about it. Use the provided (in the build threads) calculator to dial in the rest of your component values. For those, I just use well rated, good components.