Most of it stems from where you want to use it at? In there Eros there is a cap on the C4S that you can play with but has low return. A nice poly will work there but the cap that comes with it is nice too. There are the RIAA caps which need to have matching out to 0.0001 if PJ had his way. There is an electrolytic on the cathode bypass of the EF86 and there is the output caps. I'm using monster film caps here but can't say I notice a difference. The output cap will give you the greatest return on your cap rolling. If you read through the threads, it can be a much smaller value than what is sent with the kits. I'm assuming you have started there already.
I can understand your interest in the Russian caps but there are some great sounding affordable caps out there now and I've replaced all of my Russians with them. Check out the Solen SA, SB, SE, SM, SN, SY Series Polypropylene Film & Tin Foil Capacitors. These are cheap and sound really nice. Also consider the Solen S3Q Series PTFE FEP Film & Tin Foil Capacitors. This is what I'm using as output caps in my Eros and I really like them. Plus, they are significantly cheaper than V-Caps and IMO, sound better than the Russian caps in my system.