[morzh]

Also, depending on whether you have a DC amp or an AC amp, you may have a DC blocking cap in series with the speaker, as in AC amps the power supply is not bi-polar. If the power supply caps conduct half period, the blocking cap conducts both periods of the sound signal, so if anything buy this one with high ripple rating.
Also low ESR is important as what happens is, the output active impedance dissipated the energy that occurs in the speaker's voice coil during resonance (a step is applied, the cone resonates). The higher the resistance the less damping occurs and the more resonant ringing at the speaker's own resonant frequency. As the output impedance of an amp is in fractions of Ohm to low Ohms, a few extra hundred milliohms might matter.

Now depending on the quality and other things it may or may not matter much.

But short of buying some insanely expensive cap for the same reason people buy Monster Cables for hundreds of dollars (which is a total insanity), within a reason the better the cap, the better the sound.

If for a couple more bucks I am buying myself hi-temp, low ESR high ripple cap, I certainly would do that.