Hi!
These are 2 different regulators. The one you thought you would go for first is a switcher, and believe me this one is still quite simple.
Anyway if you want to go switching you have to design a decent PCB layout, and probably stick to SMD components.
These part numbers are NOT okay. The capacitors you see are there for decoupling. Surely the datasheet recommends some types?
If they only mention SMD and you really want TH, search for the Panasonic FM/FK/FC series or any other brand which has lower ESR.
The capacitors you found have too high impedance, which certainly isn't suitable for decoupling the IC.