Blew the caps the other day due to being stupid and putting batteries in backwards.
Lots of discussion here on reverse polarity protection as Breaktru indicated, but aside from that, one of the nice things about caps that are not polarized, no concern over reverse polarity.
Unfortunately, there's no perfect capacitor. If you could invent one with no polarity, small size, high value, low ESR, and no DC bias, you'd be a millionaire. You can get four of the five with an MLCC cap, but you have to be careful with the DC bias on those. The small high value MLCC caps can lose over half their capacitance at DC voltages as low as 3V.
The best MLCC cap I've come across for our purposes is
this one. They hold at least 80% of their capacitance up to 8V, they have very low ESR, very small size, and a pretty high value.
If you need more capacitance, just parallel them up. The very low ESR (10 to 20 times lower than an electrolytic cap) makes them more effective in filtering which is pretty much the point of using them. It also improves their function as a tank capacitor in covering transients.