I fixed my GameGear sound caps here a few months back. However, replaced only 2 of the smaller 47uF ones. Heres my thread about it link
This page is very usefull if you're gonna go soldering a Game Gear Repairing a GameGear
In the end I just went to nearest electronics component store, got the caps and spent maybe an hour or two on the GG, part due to the fact that the solder had problem sticking to the PCB contacts. But other than that, the repair was rather easy.
The capacitors are rather cheap too, here in UK, i think i paid somethign like, £1.00 for a whole set of sound board Caps.