Which direction the cap is installed won't make a difference in the sound, but which way it's installed WILL make a difference in how much noise can be coupled into the cap, which will of course indeed make a difference in sound.Always connect the outside foil to the lowest impedance, not the lowest voltage as many recommend. Voltage has nothing to do with it, it's the lowest *impedance* that you want! That'll most always be the plate of the first stage, versus the control grid of the second stage. The control grid is an extremely high impedance itself, with (usually) a bare minimum of 100K all the way up to a 1 Meg resistor to ground.
OTOH, the impedance of the first driver stage (which is the product of the internal plate resistance in parallel with the load resistor), will most always be much lower. Even a very high plate resistance triode like a 12AX7 will only have about 40K output Z when the cathode resistor is bypassed, unbypassed still less than 70K depending on the cathode resistor value. So, the outside foil goes to that side for the best electrostatic shielding.
Thermionic