Here is how an inexperienced person like me goes about deciding on replacing semis or not. I think for the most part, you can leave transistors and diodes alone unless it is the failure prone 2SC458. Looking at the 2010 SM, I don't see any of those. However, if you want to find substitutes for those on the parts list, it takes some research. Looking at the P800 Power Supply, it looks like there is 1 transistor - a 2SC1384. Plugging that into Google search and AK search, I found more than one place where people substituted KSC2690AYS, which Mouser carries. However, I notice that it has a different case than the 2SC1384. Original is TO-92 and replacement is TO-126. It would take someone with more experience than me to say if that replacement is OK, but several on AK have used it as a substitute. As for that batch of diodes - 4 of the S-1.5-01 and 3 of the W06B -- it looks like from this list, the 1N4005 will work for both.
http://www.vetco.net/catalog/product_info.php?products_id=1772&keywords=1n4005. Even though the title is 1N4001/1N4004, if you go through the list (numerical order, then alpha order), you will see that 1N4005, S-1.5-01 and W06B are all on the list. Again, if I do research like this and find originals or equivalents that I haven't seen before, I would just throw it out there in a thread and let the experts give it a blessing or not. I see lots of advice to leave semis alone unless there is trouble of some kind. But I'm with you. If I can find substitutes that I have confidence in (meaning I can find where more experienced people have used them), I like to replace them -- outside of tuner and other signal boards. Hope this doesn't muddy the water, but bottom line is, put the part number you find on the SM parts list into AK search and see if a substitute has been discussed. If not, put it in Google search with the word "equivalent" and dig through the results. Or....just leave them alone.