I also use a .033 as a tone cap for the same reasons on all my basses. As set forth above, the type of capacitor does not matter, and since a guitar pickup puts out a signal measured in millivolts, not volts, it doesn't need to have a large voltage rating, because that will make the physical dimensions of the capacitor too large to fit in the cavity.
As far as particular brands, reputation for consistency outweighs everything but price. I do prefer Sprague orange drops, because they are relatively inexpensive and consistent.
Although before Radio Shack discontinued a lot of their stock, I have used inexpensive 99-cent Radio Shack capacitors, especially a small ceramic disc .01 to put inline to the bridge pickup of a Jazz bass in order to alleviate the volume drop when both pickups are full on.