I wish I hadn't given away my "Art of Electronics" book - there was a table with capacitor materials in it and stuff like loss tangents, tempcoef's etc.
From what I remember, all the film types - polypropylene, polycarbonate are the closest to the ideal capactitors - they're also big/low capacitances, and have some manufacturing drawbacks. For capacitors that are part of an ADC integrator (anything connected to the INT line) you *need* to have a capacitor that is as close to the ideal as possible. As for the other stuff
[edit - apparently polyester(same as mylar) aren't so hot...]
Keywords: "Dielectric absorbtion" - charge goes into the capacitor and ends up modifying the dielectric - if you short an electrolytic cap, and measure the voltage immediately afterwards, you might see it *rising*. This is the dielectric "reverting" to it's original state and putting charge back onto the plates.
"Loss tangent/loss factor" - AC voltage goes in, some energy ends up being dissipated in the capacitor itself.
When dealing with high frequency (oscillation as well as bypassing high frequency circuits), the other issue that comes up is inductance - some film and aluminum electrolytic capacitors are essentially long spools of metal which act as inductors - which won't play well with high frequencies.
There's also the accuracy issues as well as temperature coeffecient issues (sometimes circuits are designed so that certain tempco's balance out and end up stabalizing the circuit over temperature).
Here's a chart with some info
**broken link removed**
And here's a pretty good summary of things - although I wish it were in chart form...
http://www.musicsynthesizer.com/txt/caps2.txt
My take: use polyester for everything connected to the chip except for the osc and bypass lines - use some cheapish (X7R or better grade) ceramic parts for them.
Wikipedia also looks pretty useful: **broken link removed**)