Well... how cheap do you want to go?
All the usual brands, at the big distributors, are good. Regarding current, they are what they are.
Obviously, if you're shopping on eBay or Ali, you're on your own.
If you need current handling, then if they don't specify in the datasheet, it's probably no good.
One exception, Orange Drops (Vishay Sprague 715P) are surprisingly good at current, for not being specified. It's unfortunate that they have steel leads.
X2 caps are mostly terrible, for example Vishay BC ones (which part number / family, I forget) are good for maybe 50mA in typical values.
Snubber caps often are rated for peak current but not RMS. For these, you can estimate RMS current as: Irms = dV/dt(pk) * C / 20, or Ipk / 20. This is a crude assumption and real parts vary higher or lower than this. Example, CDE 935s are rated for a lot of peak but little RMS capacity, particularly at high frequencies.
The loss of current capacity, at high frequencies, can be considerable. It's a skin effect phenomenon. Lots of small pieces is better than one large piece. At some point, ceramic also takes over from film caps, which stinks for commodity parts because C0G chip caps are so expensive (but then, so are industrial transmitter caps -- you're stuck on that, unfortunately).
Tim