small smd capacitors probably have worse ESR, because they have less conductor and bad isolator with high losses. So, they have high power loss on heating.
But it depends on the construction and materials, for example very expensive porcelain capacitors with silver plated conductors are good for RF due to a very high Q-factor and ultra low ESR, but they are very expensive for using as a usual power filtering capacitors.
On the other hand, using low ESR polymer capacitors also can be bad for some circuit, because they have low loss so they can reflect pulses without damping and it can lead to unwanted ringing and oscillations in circuit which is not designed for low ESR capacitors.
So, it depends on the purposes. Some circuit needs low ESR polymer capacitor, some needs porcelain ulra low ESR, some needs usual electrolyte, some needs usual ceramic. Attempt to replace one type with another type can cause serious issues, it may lead to device malfunction, even if you try to replace for example electrolyte with polymer capacitors.