Some stacked film mylars are also pretty good, and also compact. I tend to shy away from the high-K ceramics because of the large tempco, microphony, and other losses, but admittedly these are mostly an issue when they sneak into other parts of a circuit. As PS bypasses, the ceramics are usually fine and also low inductance.
Sometimes the losses in caps work to damp ringing so are not necessarily bad. In ham radio books you can see recommended the use of various caps with the lead length tuned to series-resonate at the fundamental of the circuit, so as to provide a very low Z at that one frequency. I don't know if that technique has been revived for switchmode amps yet, where you would require at least a few caps tuned to different harmonics of the switching frequency.