Matching Capacitors

Matching capacitors is often worth the trouble for something like a phono stage, where you're trimming frequency points in the audible range, and hoping to match the RIAA standard to less than .25 dB. It's also nice for crossovers.
For things like DC blocking caps, power supply bulk storage, and the like, I wouldn't bother.
Note that the rationale here isn't quite the same as the matching of gain devices. It's to hit an objective standard (such as the RIAA curve) or to match the left and right channels for image and tonal stability. For gain devices, you're seeking equal current sharing. Caps (and resistors, for that matter) can easily be found in pretty tight tolerances, whereas gain devices vary widely due to manufacturing tolerances.
I'd love for someone to show me a cheap source for 1% tolerance power MOSFETs...

Grey