From standard small ceramic caps, orange drop upgrade capacitors, through to vintage-correct hand wound foil and paper film capacitors.
.047μ - a very common value of capacitor, especially for the tone controls on Fender Strat and Tele instruments.
.022μ - normally used on guitars equipped with humbuckers, this value of capacitor is normally associated with Gibson instruments.
.033μ - if you are finding that a .047 is too dark and a .022 is not offering quite enough tonal variation then the .033 is the capacitor to use to get somewhere in between the two.
.001μ - also known as a treble-bleed capacitor and is ideal on the volume control to ensure that the top-end brightness remains while turning the volume pot down from 10 to 1.
The standard rule-of-thumb is as the capacitor value gets smaller, the less 'dark' the sound is when the the pot is set to it's lowest setting (typically number 1 on the knob).