I see much "anecdotal evidence" and folk tales. These are not necessary.
I suggest to review Cyril Bateman's Capacitor Sound articles:
https://linearaudio.nl/cyril-batemans-capacitor-sound-articles
John Curl & Dick March (who I both know personally, Dick now lives in Krung Thep Maha Nakhon) also wrote a seminal piece in the 1980's for "Audio":
Reliable Capacitors
Let's not forget this:
https://linearaudio.nl/self-improvement-capacitors
Something non of these article covers is microphonics in capacitors.
For example, "rolled up" film capacitors have much higher levels of microphonics than stacked film. Metalised film capacitors have higher levels of microphonics than foil & film types. This matters a LOT for tube circuits. It can be easily tested with a High Voltage supply, capacitor, 1MOhm resistor and a test Amp to amplify the signal, plus a simple "falling (tiny) hammer" jig to subject the capacitor to repeatable mechanical impulses
I personally tend to use WIMA MKP2 or FKP2 simply because they have cases and resin potted, minimising microphonics, where budgets require commodity parts.
Microphonics also include triboelectric effects, for example Silver & Teflon is a terrible combination for this.
Nichicon Muse and Elna Silmic are generally good choices for low distortion electrolytic capacitors, especially the "green" ES series bipolar Nichicon Muse. Nichicon Muse KZ are best for supply rails. Of course this is if you desire an "uncoloured" sound, at least in my experience.
Monolithic capacitors, like silver mica and class 1 dielectric generally have no perceptible microphonics but values are strictly limited. A "bypass combo" with a Wima MKP2, Wima FKP2 and silver mica can give excellent subjective results, above and beyond a single capacitor.
Personally, I have used a copy of the Kondo "M7 Line" circuit with terminal strips and multi position switches for listening tests of passive parts, including resistors and capacitors (includes power supplies) backed with suitable test gear.
Dielectrics with worse performance than Polypropylene may be used to "flavour" the sound, while they still existed Polycarbonate Capacitors gave a more "colourful" sound than MKP or Polystyrene in solid state amplifiers that tended towards a "bleached out" sound. Mylar also has a certain sound quality, that may be desired or be complementary in a specific context.
Again, doing your own listening tests, level matched and blind is the best way to get an extended handle on "capacitor sound".
Otherwise, simply stick to encased or stacked film capacitors with polypropylene dielectric (e.g. Wima MKP/FKP, Panasonic stacked film SMD), Class 1 dielectric Ceramic Capacitors (e.g. C0G), Silver Mica and high grade, low distortion electrolytic capacitors (Nichicon Muse, Elna Silmic), with bipolar types preferred for signal positions.
For "switching" type power supplies use solid dielectric electrolytics, IME Panasonic (formerly Sanyo) Os-Con are still the yardstick in this category, add X7R SMD ceramic capacitors for the > 1MHz stuff.
All these nowadays come in SMD, THT parts are harder to get but remain available.
To quote one Forrest Gump for my closing:
Thor
'Waking up is unpleasant, you know. You are nice and comfortable in bed. It is irritating to be woken up.
That’s the reason the wise guru will not attempt to wake people up.
I hope I’m going to be wise here and make no attempt whatsoever to wake you up if you are asleep.
It is really none of my business, even though I say to you at times, "Wake up!"
My business is to do my thing, to dance my dance. If you profit from it fine; if you don’t, too bad!
As the Arabs say, "The nature of rain is the same, but it makes thorns grow in the marshes and flowers in the gardens."'
Anthony de Mello (on waking up)