Pros/Cons/differences of High pass inductive vs capacitive filter
You appear to be talking about these two variants: -



Both are equally good but you will find that for low frequencies of cut-off (such as audio) the parallel output inductor becomes too physically big compared against a series capacitor. Just try calculating a 100 Hz filter with a 1 kohm resistor. 

The capacitor should have a reactance of 1000 ohms at 100 Hz hence, it has a value of 1.6 uF. The inductor also has a reactance of 1000 ohms and therefore has a value of 1.6 henries and will be bulky in comparison, have an annoying self resonant frequency in the kHz region and will cost possible 100 times more than the capacitor.

If you are thinking about a much lower impedance then things change; if R is now 10 ohms, L would be 16 mH and C would be 160 uF i.e. a less clear-cut differentiation.

Go do some math and look up inductors at distributors websites.

Exactly the same argument applies to low pass filters because the same components are used but the output for low-pass is taken across the "other" component: -