I guess what I forgot to say is, yes. It makes a difference. At least to my ears.
For a recent design, I did the first prototype with 715P series Orange Drop. For the second proto, I used Xicon polypropylene caps. I thought the second version lacked life and that “feel”. It is hard to quantify, in fact, you likely cant. Its more in the Mojo category, but it wasnt just me, others noticed it too. Sometimes its more when playing than hearing.
Now, this discussion can get out of control really fast as it moves to the $10+ capacitor. I am willing to shell out a bit for some nice signal caps, but there is a limit on the Returns that you get. I would say beware of the $10+ signal cap but experiment otherwise 
Like Beelzebum said, you can play with the values (within reason) as well. Here are some examples of a VERY simple circuit with different capacitor values.