some will say no,I say yes. There is a real difference between types like 715p orange drops and say mallory 150's.
Then there are paper in oils,metal polyester etc.etc.
I would not venture to say that any one brand is better than another but they are definitely different.
Some amps like one brand more than others but that is pretty subjective too.
I do like the difference in tone when you get those awful sounding(to my ears) mylar caps out of a blues jr. and use orange drops.
There are quality differences between capacitors for sure,but it blurs a bit when you start entering the 'audiophile' territory.
They make some pretty lofty claims when you get coupling caps that cost in the neighborhood of 35.00 and up for EACH one.
I have built a couple of 5E3's using Auricaps at about 6.00 a pop and they do sound pretty damn nice,but better than others?Maybe,maybe not.
Not many people want to spring for a set of "premium" coupling caps so we likely won't find out any time soon.
Maybe on my next 36 watt build I'll pop a set of the real expensive ones in and see what it sounds like.I'm not holding my breath with anticipation.
Go to 'Allessandro high end products' and have a look at his caps.

Some look like old military NOS to me rather than new production.I don't think I'm going to part with 50.00 each to find out if they are better!!