Yes I would get a screen and no I would not get cobalt. It almost always helps to have a transformer capable of 150 to 200% of actual current draw. I can offer no science for this but can say it certainly sounds better to me.
Don't overlook good, fast, big caps with nice slew rate times. It has been a long time since I built solid state stuff but back then Siemens sikorel was a fantastic cap. Hard to find, not many sizes, and not cheap, but performance/specs much better than anything else. But time marches on and they might not be the best anymore.
Russ