.....Tatalium capacitors are more for projects which generate a lot of heat, like a capacitor driven motor, or a portable generator.
Electrolytic also have a wide variety of uses, but have specific polarity, well not polarity, cathodes. The negative is the one usually marked, and they can also get up there in voltage/capacitance, the most I've seen is a 1000uF, 500v electrolytic, for heavy usage, such as air ionizers, and stun guns, or something that needs a lot of juice.
Also there are super capacitors, which can get close to 1 Farad, which is extremely lethal with the proper voltage behind it, these are normally used for generator type purposes, but need a heat sink, because they normally don't have the heat dissapation qualities as tatalium capacitors....
....Please correct any of these that are wrong, most of the stuff I work with are ceramic disc, and electrolytic.......