Generally it's a good idea to socket chips. However with Atari boards, be careful, as it's very easy to get shorts under the sockets, particularly for ROM and RAM sockets. Atari did not use solder mask over the traces on the component side of the boards, and the bus traces run between the pins for the ROM and RAM. If you use too much solder on any pin, it can easily spill over and short to the traces running between pins, under the socket. These are a pain to troubleshoot when they happen, as you usually can't see them.
Also, the PCB caps rarely go bad. Atari used good quality caps, and they don't get much stress, so they generally only need to be replaced if they have been physically damaged. I have tested countless PCB (and AR) caps, and never found a bad one, unless it had been stepped on or ripped off, etc.
The more stuff you replace on PCBs, which does not need to be replaced, the more you increase your chances of introducing a new problem (shorts, pulled traces, etc), which can compound things if you are trying to figure out one problem. It's better to get the board running first, by replacing parts that you know you can prove/measure as being bad. Then once it's working, bulletproof any other components that you think need replacing.