Ideally we would never use polarised capacitors, but, as the above poster says, sometimes they are all that is available.
The problem is that polarized capacitors must never have a voltage applied in reverse, so in a filter or AC coupling circuit you must always provide a DC bias to keep the positive end higher than the negative end even with the largest expected reverse AC voltage across it (hope that makes sense).
Sometimes you are stuck with needing a high value non-polarized electrolytic, for example maybe in a loudspeaker 'crossover filter'. There are such capacitors (which are, as far as I know, two electrolytics connected 'back to back') but these are quite expensive.
Normally in an active filter you can use non-polarised capacitors as the impedances in the circuit are so high the the capacitance values you need are small.
Andy Millar CEng MIET CMgr MCMIhttp://www.linkedin.com/in/millarandy
"The aim of argument, or of discussion, should not be victory, but progress." Joseph Joubert