Audio Signal Switching - "DPDT switch vs. 4066"
Without knowing more about the signal that you are switching, here are some general comments.


The voltage that 4066 can switch is limited by its supply rails.  If the switched signal extends outside of the supply rails, the 4066 will clip it.  A relay can switch considerably higher voltages.   
A mechanical relay would introduce practically no noise into the signal that it's switching.  The 4066 will introduce a small amount of noise.  If the switched signal is strong, then the noise introduced by 4066 can be ignored.


At the same time, Emmanuel you've tested your setup and haven't noticed these problems.