You can use 10V or 16V caps for C1, C5 and C8, no matter what voltage you're running. These run off power from the Arduino Mega (5V) so they'll be fine.
I would recommend 35V or 50V caps for C2, C3, C4, C6, C7, C9 and C10 if you want to run 24-29V. If you're only intending to run 12-18V, I would recommend at least 25V caps, though you could use 16V caps if you really never intend to go over 14V.
Note: The Pololu's are only rated to 30V, while the DRV8825's are rated to 35V. You should always leave yourself some wiggle room at the top end of your voltages, especially for caps.
Also: If you're simply running your heated bed at >14V (and running your motors/hot end at <=14V), you do not need to worry about higher voltage caps. All of the caps run off the 5A power connector, whereas the heat bed runs off the 11A connector.
PS: In all these cases, you can always go for higher voltage caps than I've recommended. In fact, you will probably find that certain higher voltage caps are cheaper than others. This is simply due to economies of scale affecting the price of what people use a lot. So if you find that 50V caps are cheaper than 35V caps of the same type, just go with the 50V version.