Yes prefered values are used for capacitors too. It all comes down to tolerance, precision capacitors (<5%) can often be found in E24 but more often than not it's only E6 values but for some ranges of electrolytics you can only buy E3.
What are you going to be doing with the capacitors?
What range of values do you want?
For plain electrolytic and decoupling, you only really need the decade values, i.e. 10, 100, 100 etc. but for oscillators and filters you need more accuracy.
An E3 kit from 10pF to 100µF should be enough for most purposes.
If you're going to be building some filters, go with E6 from 100pF to 10nF where you'll probably need a greater deal of accuracy.
Don't forget that you can easily make any E24 value from two E6 values and any E12 from two E3 values with a reasonable degree of accuracy.
The table attached shows how to do this, using resistors but you'll need to exchange the series and parallel connections for capacitors.