Over the years I've done a number of Xover upgrades for my self and a few customers with results varying from slight improvements, to quite noticeable improvements. However there are a few "rules" to consider.
1. You cant polish a turd. If the speaker was very cheap such as a modern speaker in the $250/pair or less, you are usually dealing with cheap cabinets and internal wiring that will make Xover improvements much less noticeable. Don't spend a lot on trying to upgrade them or leave them alone altogether. Sometimes a cheap poly bypass cap with the stock electrolytic is about all you should try or you will be throwing your money away.
2. I've found the greatest improvements to be had on mid priced speakers, (~$400 - $1200). Some Klipsch classic series speakers come to mind here. I've done things to improve the seal of the cabinets, and upgraded the internal wiring to some basic Audioquest or Kimber, that helped the imaging quite a bit, and left the Xovers alone. Consider the complexity of the Xovers. I once owned a pair of B&W DM7mkII speakers that had a very complex Xover so I would have had to spend hundreds to upgrade them. It wasn't worth it so I left them alone.
3. Electrolytic caps do not make great Xovers, but manufacturers use them because they are cheap. You may wonder why a company didn't spend another $25 to use better grade capacitors and resistors, but that could end up meaning that the retail price would be $100 higher, and people are budget minded.