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Question - you mention caps, I've always found them to be the easiest component to desolder. Just heat one pin and rock the cap using your other hand, sometimes you need to rock back and forth several times if the layout is tight, but this method applies way less heat to the board and cap. Once the cap is out, even one of those useless solder suckers will easily clean the hole in the board. You pretty much need to have a vise or some sturdy way of holding the PCB where you can access both sides, but this works way easier and doesn't destroy the cap or delam the board.

If they are big cans like the old Sprague ones, I use a crap desolder station and the metcal at the same time. I wouldn't hit them with wick. That's for small components.

Yeah through-hole you want a desoldering gun. Using a wick is too much work for that IMO.