Which capacitor for DC blocking in audio applications?
For audio applications (as opposed to decoupling) there really aren't any high frequency transients to deal with, so a capacitor with a self-resonant frequency well above the audio range should be sufficient.

An electrolytic capacitor is of course polarized, and only useful if the DC+signal is always unipolar.  Also, an electrolytic capacitor has a shorter lifetime than many other types.

A ceramic capacitor in the high capacitance dielectric types will have significant change in capacitance with applied voltage.  This can add distortion in audio applications.

A film capacitor isn't very space efficient, but it is reliable, non-polarized and has very good performance in audio applications.