An electrolytic cap is able to hold a huge charge at high voltage compared to a film cap of similar size, and at lower cost. This is, of course, an oversimplification, but it's a good rule of thumb. That said, I often use large film caps in my filter sections despite their size/cost -- they are extremely robust.
Ceramic caps -- depending on the materials used -- have an advantage of having high voltage ratings, but are not available in large capacitance values (yes, they are volumetrically challenged). Some folks disparage ceramics for being vibration sensitive, and some are! But, Class I ceramics are very stable with regard to temperature and vibration and are suitable for use in a guitar amp -- they really have their place in resonant circuits within radios and such.
The main thing to know is that each type of cap has its range of uses. And, over the past decade or two, capacitor engineering has advanced considerably. Just look at the specs of the radial electrolytics now, compared to the venerable but huge (in cost and size) of a Sprague Atom.
Wikipedia has readable (but tedious) sections regarding film and ceramic caps. Merlin's book on HiFi Pre-amps has a great chapter on caps.
Yeah, I fell down that rabbit hole.