I don't think that tubing coils will have a higher Q than the same diameter
of wire, but they may be better if you are buying the copper by weight
(since the tubing would be lighter.)
ON4AA's coil calculator includes some notes on coil construction athttp://hamwaves.com/antennas/inductance.html
and W8JI has some good info on his site:http://www.w8ji.com/loading_inductors.htm
One simple way to make the inductors is to drill holes for the windings
in a thin piece of plastic, then wind the wire around a slightly smaller
form and screw the coil in through the holes by twisting it. This gives
a minimum amount of plastic inside the coil which reduces the self
capacitance. You can also put notches in the edges of the plastic
to hold the turns.
There was an article in one of the ARRL Antenna Compendiums where
someone made a capacitor using a sliding plate and a piece of
glass for the insulator. He recommended the thin glass used in picture
frames: windows use a thicker glass and it is harder to get enough
capacitance. That design used a motor drive with a screw thread to
move one plate back and forth relative to the other.
For fixed capacitors you may be able to use short lengths of coax cable
or pieces of double-sided printed circuit board if the voltage and current
requirements are reasonable. I've seen circuit board capacitors built
with multiple plates of different sizes on one side so they can be
jumpered in different combinations for fine tuning.