The reason is that 'default' surface material used in resistors is suitable for printing, while on caps(ceramic dielectric) it's not. Extra coating would increase price & reduce cap quality, that's why they don't do it usually. When caps are big enough & plastic, they usually have markings.
If I could get a ceramic capacitor at the capacitance of 10uF and within my voltage requirements, which from my initial searches I can, what problems would I experience if I were to change, if any?
Some circuits (like some linear regulators, for example), require a certain minimum ESR from the output capacitor, which could cause the circuit to oscillate when using a ceramic but not with an electrolytic.
In a precision circuit, a ceramic might not be preferred due to microphonics, but in those cases you probably wouldn't want an electrolytic either.
Otherwise, ceramics are generally preferred. They'll have lower ESR, they're not polarized, they need less voltage de-rating, and so on.
Finally, when searching SMD footprint standards, the common packages seem to be 0402, 0603, and 0805, where they increase in physical size respectively, but also power rating, which suggests to me I should use as large of a package as possible
Usually you choose the smallest package you can get away with because you want to fit as much circuit as you can in the smallest footprint.
Also, for ceramics, the larger sizes (1210 and higher) can have reliability issues because they can be cracked if the board flexes.
Best Answer
Some actually are marked. This is a link to the coding used to mark SMD capacitors. The coding is standardized - I don't know how well or what the standard is called, but every list I've ever seen uses the same codes. I found that list with just a few minutes of googling - there were other lists from other manufacturers available as well.
Since parts are only marked on one side, it is entirely possible for the markings to be hidden when installed on a PC-board. Depending on how the parts are loaded into the reel, you could easily end up with all the markings hidden.
Most parts aren't marked because it requires at least one additional maufacturing step (laser marking or printing) which makes for higher prices. No big deal if you are using a few hundred parts, a much bigger deal if you are using millions of them.
Most manufacturers offer the option to have the values marked on the parts - you'd probably have to order a very large number of parts, though.
If you are using automated pick and place (as most device manufacturers do) then you don't really need the markings on the parts - the reels are marked, and the machines do the rest. Makes a life a bitch when some clown loads the wrong reel into the machine, but that can be covered with operating procedures that check and double check the loaded values - god help you if the reels are marked wrong, though.
I've often seen (and used) marked capacitors, usually when they were bought in smaller amounts (reels of up to 1000) sold retail from RS and other suppliers here in Europe. The parts we used in two-way radios when I worked for Motorola in Taunusstein, Germany were also marked. I had a (much folded and dog eared) code list in my tool kit when I worked there.
I don't recall seeing markings on parts under 0805 size. They'd be a bugger to mark, and you'd need a magnifying glass to read them.
Since I've been out of the radio business for a few years now, things might have changed and maybe the retailers have stopped selling marked parts.
Extract from the linked chart: