What Capacitors do I need to get? There are a lot out there and don't want to get the wrong one.

There are two types, standard and electrolytic. The diagram should give you a clue to which one, the ones marked uF and with one white and one black strip are electrolytic. The ones marked pF and with two black strips are standard. Ceramic ones will do nicely.The voltage specified is the minimum required, so you can go just above it as the capacitor will only charge up to the voltage supplied. The ones specifically labelled with a voltage should ideally be that voltage as they should need to retain a specified amount, but in all honesty they'll only store what's given to them, hence you can stick a 50v cap in the circuit as it'll only hold say 9v.The important thing to remember is the type and rating. And with the electrolytic caps make sure to connect them the correct way round as otherwise they'll pop. Nothing drastic, but it does kill them!