Often asked question but it has a varied answer. It depends on what you enjoy the most.
For instance I like soundstage and a smooth presentation. I know how odd this sounds but any capacitor with oil in it sounds smooth. At least to me they do. One of my favorites is the Obbligato Black Polypropylene and Oil. A good step up from them is Mundorf Silver/Oil. There is also Silver/Gold/Oil for a bit more.
A perennial cheapskate favorite, like me, are the KK Teflons. These are USSR military surplus Teflon caps. Values are all under 1.0uF.
You want to get the same value capacitor and the same or higher voltage rating. If you stay with the same voltage rating you don't waste any money.