I've used OD 715P's, 716P's, 225P's, and a couple other types too. The 715's and 716's are polypropylene, and the 225P's are polyester, and the dialectric (polyester vs polypropylene vs polystyrene vs electrolytic vs tantalum) and the type of construction (film/foil vs metallized) are mostly what makes the difference. Physical size also makes a difference. With caps the differences are subtle.....its not like you'll notice as big of a difference as if you change tubes or speakers or transformers. I'll use the 715P's for function places in the circuit, but I prefer to use 716P's for audio circuit paths, IF I want a polypropylene Orange Drop sound. Usually I prefer polyester caps and will use the 225P, or Mallory 150's, or Sozo's, or AES polyesters, etc.
Orange Drops aren't shielded and it doesn't really matter. All of them will work. Its best to get some of each type and try for yourself and see what sound difference there is. I prefer to mix and match caps types and brands sometimes.