A word on electrolytic capacitors: Their tops must be absolutely flat. When they break the top bulges out, not always do they leak and very rarely rupture.
Open the PSU and check that for bulged caps, too. Don't touch anything inside, there may be hazardous voltages, even when disconnected from mains!
Check PSU voltages (under normal load), there shouldn't be more tolerance than 5%. Also try the multimeter set to AC to check for ripple in the voltage - more than ~100 mV isn't to good either (vary CPU load, floppy, hard disk access while doing that).
