It really depends how worn things are, and is gut checked against my personal tolerances for hygiene.

With leather earpads, it's not nearly as big of a deal, to me, and I usually just do a quick surface wipe with slightly diluted rubbing alcohol. However, for velour-type of pads, I check to see just how grimy things are, but usually have new replacements ready to go.

As far as cables, most headphones tend to use standard connectors, so I've amassed a small collection of random cables over the years that are bound to fit something, so it's a wash for me. Because of this, I tend to ignore any stock cables, unless of course it is non-removable. :P

Regarding headbands, sometimes there isn't much you can do about them. However, with Sennheisers (and I believe Beyerdynamics), there is an assortment of parts available for replacements on the market. Recently, I finally got tired of the super worn out/loose HD580's stock headband (which, has likely seen well over two decades of usage before I inherited them), so I ended up replacing it with a modern HD650's headband instead, as well as the plastic grilles at the same time. To me, they look so much better now, and no longer slide off my head, which is a win-win in my book.