I had the same dilemma, and ended up going with the ClassicRGBs.
I wanted LEDs for the same reasons as you (light up the correct buttons for each game in the color palette of the original cabinet), and decided to go with the Classics mostly for the concave feel. I thought long and hard about the Ultralux because the chrome would have looked cool with my CP...but in the end, it's about gameplay, and it just wouldn't have felt right without the concave feel to the buttons.
I have not been disappointed - they were easy to install (since you're planning to use one of Ultimarc's iPac encoders) and play great. LEDBlinky works really well with that setup, too, making it easy to select individual colors for individual games. A bit more cost, unfortunately, but well worth it in the long run...
I don't have any experience with the sticks, unfortunately - just went with Sanwa JLFs...