Usually, polarized capacitors would be used in DC applications while non-polarized in AC applications.
There are advantages and disadvantages for both, like polarized capacitors have a higher leakage current and act as a short-circuit when connected the wrong way. Also have a lower frequency response, but they are smaller than non-polarized capacitors of the same capacitance.
Also if you connect 2 identical polarized capacitors back to back with one of them reversed (e.q. (+-)_(-+) or (-+)_(+-)) you will get a non polarized capacitor with half the capacitance. This might be OK for a low frequency AC (Hz to kHz, maybe low MHz) application because you can end up saving space, but if you grow the frequency (MHz or with some capacitors GHz) you will definitely need a non-polarized capacitor.
For DC applications, like regulated voltage filtering, you can use polarized caps. Personally I use a combination of polarized and non-polarized capacitors for this particular purpose.