If you don't use it you might as well remove 'em!
You'll get a bit more drive to the amp in the frequency extremes, from what I've noticed. It's not night and day, but the difference is there. Capacitors are about the worse things you can put in an audio path, the fewer the better in guitars and amps imho.
FWIW I like to use my tone controls!
Oh, and don't use those stupid treble bypass caps on volume pots - tone killers!!