Testing any component in-circuit is always a compromise. Lifting one lead is always preferred, if doable. If not...
It is difficult to test the resistance of an in-circuit resistor with accuracy, because there will almost always be alternate circuit paths. So, here's what you can do: Using any quality DMM, read the resistance of the resistor under test, and compare with the marked value, including the +/- tolerance. If you read a value that is higher than the marked value, the resistor has probably drifted up in value, particularly if it's a high value resistor. If it's open, it's bad. If you read a value lower than the marked value, then you really can't tell if the resistor is good or not, because you could be reading the resistance of the alternate circuit path. Not a lot of help, is it.
The only accurate, reliable way to test whether or not a capacitor is functioning correctly is to both measure the actual capacitance and also to apply the capacitor's stated working DC voltage and check for current leakage. Obviously, putting two test leads on the cap while it's in circuit and pumping 630 VDC into your amp isn't something that anybody will ever do. Heaven knows how many things you'd fry. So, the next best way to test an in-circuit capacitor is with an ESR (Equivalent Series Resistance) tester. These are readily available, and the prices run from quite reasonable (<$100) to a lot higher (~$1,500) for a professional quality instrument. Kits are available, as well.
There are acceptable ranges of ESR based on the capacitance and voltage value being tested, and if it's out of range then it's probably bad. However, it could still be inside the acceptable ESR rating, but show leakage when under full operating voltage. An ESR tester only applies a tiny test voltage (in the mV range) to the capacitor during the test. Edit: One other thing, it's my understanding that ESR testing is only reliable for capacitors that are larger than 1 uF (approximately).
Some interesting links:
http://octopus.freeyellow.com/esr.html
http://ludens.cl/Electron/esr/esr.html
http://www.members.shaw.ca/swstuff/esrmeter.html
http://www.electronix.com/catalog/product_info.php/cPath/17_489/products_id/18234
Hope this helps!