There is some decent commentary above. I skimmed through all of it and wish to offer further clarification and insight - if you care to read.
I do like the point that Josh K. made regarding the Root Mean Square (RMS) value that MIGHT be reflected in the capacitors voltage rating. The voltage tolerance value on the capacitor label on some capacitors is AC Peak to Peak, and on other capacitors it might be the RMS value. There is no way to easily discern this from the label. I would further like to add that all capacitors have a melt-down (failure) voltage that happens when the voltage overcomes the dielectric in the cap. This SHOULD be somewhere above the printed voltage on the label.
A few of the gents above said that all capacitors will eventually fail. I completely disagree. In our lifetime a metalized poly or film & foil cap will never "grow old" to the point of failure. HOWEVER, electrolytic capacitors will grow old, get dry, and fail. So, if you are working with electrolytic capacitors there are long term aging issues. If you are working with film & foil/poly capacitors there are no long term aging issues.
So, if you have a 250v label on the capacitor, you should be able to safely stick the leads into your power strip for break in. I have never done this, but wouldn't have any problems with this practice. Even if the 250v label is peak to peak, the RMS (.707) value will still be above the common value for household voltage. This varies, but will generally peak at ABOUT 120v. I read an article on the regional US variation for common household voltage, but can't find it now.
Also, a few years ago I visited with a seasoned telephone line repairman. This gent worked in the era when copper lines were used. After installing a new line, they would run a break-in signal and soak the line for a few days before putting it into use. He noted MEASURABLE changes in response across these signal lines during break-in aa

. Yes, these lines were several MILES long.
So, while your 4.7uf metalized poly capacitor might only have @ 100-120' of foil, a break-in signal might indeed have an impact. I DON'T understand WHY these changes happen, but believe they actually do happen.
Oh, I have also experienced a profound difference in the sound quality of black gate electrolytic before and after (@100-300 hours) of break in. I totally don't understand this phenomena, but many folks have experienced it.
Hopefully this is helpful.
Dave