I too have had those same questions.
On the low price side I have tried all of the basics, Solen, Axon, Erse, and even the Dayton. I didn't care too much for the Dayton's and questioned the consistency. The Erse sounded much like the Solen's but had much closer tolerances.
So I went with the Erse caps. I then by-pass them with a .1uF Gen.2 Sonicap (200 VDC) and get really good results. This is the basic combo used with my kits.
On the high side I have also test and listened to a ton of caps. Some, like Clarity Caps and Auricap even sent me free samples hoping that I would pic up the line. But none of them were as clean and un-coloring of the sound like the Sonicaps and the Sonicaps were not too expensive either. I am sticking with them for now.
Using them at least in the tweeter circuit is highly recommended. But you will also be surprised just how much difference is made with them in the mid-range circuit as well.
For a shunt cap in a woofer circuit where a high value is needed, I still use an Erse cap with a Gen.2 Sonicap by-pass.
To take it up a notch I often by-pass with a Sonicap Platinum. The Deulands might be a good choice to use as well. The Platinum's are not made in big values and I don't think the Deulands are either. But in electronics where a small value is needed, they are great!
I am not a big fan of the paper and oil caps because of the coloration that they add, but in some applications a little taming can be needed and these can be a good choice for some applications.
