Note that you need enough GBW to get there, in the first place.
If you want 200kHz BW and 100 gain, you need 20MHz GBW. You might add a little extra headroom, to shape the band edge properly, say if you want to sharpen it with a little peaking, or use a second or third order filter for a more rapid cutoff.
Or just to get lower distortion, since anywhere you're pushing GBW, that means the feedback is nearly zero, and the amp's quirks show through at full magnitude (distortion, frequency response, PSRR, input noise).
But really, for audio, that kind of filtering would be fine to employ down at 40kHz to 100kHz. A Bessel type filter, cutoff around there, will give plenty of audio bandwidth, flat phase response and low sensitivity to component variations (in other words: easy to get consistent phase between multiple channels of the same circuit).
And yes, if you use overly large value resistors, you'll get overly large feedback values, and small capacitance values. In high gain circuits, very small input resistors are typical, which also keeps the noise low, because remember, the noise of that resistor directly adds to your signal. (The feedback resistor is "refrigerated" by the amp, however, so its noise does not contribute.) If your source isn't that low impedance, consider using a noninverting, buffered, or instrumentation amp configuration.
20MHz GBW isn't extreme, and there are plenty of low noise, low distortion audio amps suitable for that. If you needed any more gain, or bandwidth or flatness or lower distortion, it would be wise to use multiple stages. Then the total GBW is effectively multiplied, and you're golden.
Tim