LM386 amplifier capacitors grade

I'm trying to build (my first) amplifier for Arduino like in the following links:

http://www.runoffgroove.com/littlegem.html

For best results, I wonder which capacitors should be audio grade and which ones could be standard, and most important, why. Thanks in advance.

I wonder which capacitors should be audio grade

The quality you will get out of an Arduino is so poor that any degradation of the signals caused by lesser types of capacitors is totally insignificant. Don't worry about it.

wonder which capacitors should be audio grade and which ones could be standard

"Audio grade" capacitors are mostly audiophile nonsense. In the case of an analog audio filter (or a speaker crossover), a tighter tolerance capacitor will make the filter more accurate. As long as the value, tolerance, and voltage rating are appropriate it doesn't need to be a special "audio" capacitor.

But, in 90% of audio applications there is simply a minimum value so you can use a value that twice the minimum and there will be no problem. Any good design will use/recommend the appropriate capacitor (not necessarily the minimum value) so it's usually not an issue.

Then, there are capacitors used in the power supply or for bias/reference voltages, etc., and these are not in the audio path.