May I ask what it is you are doing? And at what temperature? I am guessing you are working below 4K since you need a good isolation vacuum (at higher temperatures you usually WANT some gas in the cryostat to improve cooling, e.g. a few mBar of He).
As I said above, unless you REALLY need a high vacuum there is no need to worry about outgasing. I use all sorts of strange components (microwave componets etc, filters etc) in my cryostats, the only time outgasing is a problem is when preparing the system since the pump down time goes up somewhat, although something like a capacitor would have negligable effect due to its small size. That said, I work at 4K or below and use sorbtion pumps etc so I don't have to worry about the vacuum going soft unless there is an actual leak into the cryostat(I use He as exchange gas to cool to 4K, the sorb then kicks in and creates a good vacuum and will take care of any outgasing etc).
Electrical components tend to break due to the thermal stress (not due to the cold as such), it is usally a good idea to cycle all components a few times (i.e. dunk them in liquid nitrogen) before actually installing them. If it doesn't break then it will usually be fine.
One thing you need to watch out for are crimped connectors, a connector that works well at RT can stop working at low temperatures because some parts have shrunk more than others; it can be a pain to troubleshoot (this is another reason why the LN2 test is useful).
Also, I personally always use SMD components whenever I can, they seem to be somewhat more mechanically stable; presumable because of their smaller size and the fact that there are no leads.