Many of the GE oil/poly caps sound superb. They tend to be pretty darn expensive brand new. Depending upon value and voltage rating, they are often in the $35 - $100 range! They are designed for a variety of specific purposes, such as motor start, motor run, SCR snubbers, etc. When you can find values you need through surplus channels, they can be a real bargain. I have used them in power supplies and speaker crossovers. In some cases they also can be good for coupling.
The oil seems to provide some mechanical damping, which results in less "capacitor sound". People who experiment with various types of capacitors and listen carefully to the sonic results report fairly consistently that each type of material (plastic film, oil/paper, etc.) has its own "sound". There is less agreement on which of these sounds is preferable; it seems to depend on taste and synergy with one's system.
Apparently not all oil/poly caps are created equal. I bought some oil/poly caps (non-GE) that are currently easy to obtain from popular suppliers of parts to builders of tube equipment. They didn't sound good at all, and as a matter of fact were quite microphonic! When doing frequency sweeps with a test signal on the tube amp in which they were installed (in the power supply), the caps actually "sang" mechanically in the 5-6kHz region! Needless to say, we got rid of those caps promptly.
But for some reason, the GE's seem to work especially well.