Capacitor selection for filtering of low level signal
This might help you decide. These are the three main types: -



In extreme applications you need to be aware that capacitors (like any components) are impure; they have an effective series resistance (ESR) and an effective series inductance. They also have an internal discharge mechanism that slowly dissipates the charge stored and some are better than others.

Other things to watch out for in ceramic capacitors, C0G/NP0 is the best type for filters because they have very good temperature stability. X7R are OK if the filtering isn't needed to be kept tight but X7R and X5R and other ceramics with bigger dielectric constants (more farads per cubic inch) have a tenendcy to change their capacitance with applied voltage and so in filters this can be a bad situation because for a changing DC voltage on the signal to be filtered could result in a retune of the filter. Worst still is that for a big signal this voltage dependancy can distort the shape of the signal.



EDIT SECTION

The metalized polyester capacitor option added to the question is not good for making comparisons with because it is rated at 100 volts (hence large 2220 package) and this circuit just does not need a cap of that voltage rating. Comparing this choice with that of a generic ceramic 0805 is no real choice at all - it would be foolish to not choose the 0805 in this application because the voltage it sees is dc stable and even if the capacitance drifted with temperature a bit it's not going to make that big of a deal.

I'll also point out that the resistors shown (R1 and R2) are probably not needed if the "bridge" is within a few inches of the ADC because the bridge itself will have an effective value of series resistance due the bridge resistors. Any low frequency filtering point is dictated by bridge resistance and the extra series resistors so why bother with R1 and R2?