I don't know quite enough about capacitors.
They have capacitance in farads (MF, UF, NF, PF)
They have voltage ratings in volts
They have tolerances as a percentage
The have temperature ratings
They might have speeds and a few other magical properties
Depending on where they are used different properties are more or less important.
In power supply circuits its the voltage which is most important
In phono level amplification the tolerance is most important
Also, in timing circuits tolerance can be important
They can come in different package sizes using different magical capacitance technologies
Aluminium cans are my favourite, they are usually in the UF (micro farad) range. Its a safe bet to go with Panasonic FC series all the time, except if you need them in a pre-amp stage where the Elna version is preferable, or if you need really big 10,000UF ones where Panasonic TSUP is the sort of thing you're after. We use through hole ones, but you cn get surface mount ones too, one day it would be cool if we just used surface mount, cheaper to assemble, aye.
Just read a cool wikipedia article about the Capacitor plague, apparently someone in the far east cocked up the way they make the caps so since 1999 units with a really bad failure rate have been popping up. If you can control such things, stick to suppliers you trust and use Panasonic FC.
I'm slowly figuring out the other types, I think its about tolerance. Brown blobs are the best, followed by Yellow box, followed by Blue box. Not so sure about where the blue disc ones fit in.
I think the Brown blob caps are Tantalum capacitors with a 1%, 2% or 5% tolerance
I think the various box caps are MTK polyester or maybe MFK polyester even MKS, not sure what the difference is, they can be very high voltage around 600V with 5%, 10% or 20% tolerance