Tantalum would actually be bad; they exhibit very high distortion when used in signal applications.
For signal applications, polypropylene film (excellent), mylar (very good) and NP0/C0G ceramics (very good) are what you want to use. Tantalum bad, high-K ceramics also bad (X7R, X5R, Y5V, Z5U, etc). Aluminum electrolytics are OK for DC blocking, but make sure they are a larger value than what the application actually calls for.
The high sharpness means you will need to use a high-order filter or a specialty type filter like an elliptical or chebychev.