Polarised capacitor vs. unpolarised capacitor. Which to use when?
In any DC power supply or feed-lines on a circuit board, you will see many large value capacitors that MUST be polarized. That is the (+) lead must be more positive than the (-) lead. They can be electrolytic or the more expensive tantalum types. Hook these in reverse polarity and they might go BANG, depending on the current available.
They are used for bulk filtering of the power supply voltage. Smaller SMD ceramic or thru-hole ceramic are to filter high frequency noise, thus are very close to their point of use such as a CPU or MPU, or most any IC. Bulk capacitors that smooth low-medium frequency ripple can be inches away, and their high ESR is tolerated. Some are very large and need their own reserved space.
Tiny SMD capacitors (not polarized) have very low ESR so are used to filter out RF noise, and are often less than 1/4 inch from the device that needs them.
In DC power supply feeds both polarized and non-polarized are used and safe as long as polarized capacitors are inserted correctly and no capacitor is exposed to a voltage beyond its rating. In AC power feeds non-polarized capacitors are mandatory, and if connected to AC mains they need to be X or Y rated for safety reasons.
For AC / RF signals with no DC offset voltage it is best to use non-polarized capacitors. These circuits can have a high impedance which allows for tiny SMD packages to be use.
Some less common types include bipolar electrolytics for high-pass, band-pass and low-pass filters for speakers, often combined with inductors and low-ohm resistors.
The design engineer should plan out reserve space for all of these types of capacitors.