Conceptually, the coupling capacitors aid is separating each stage's design by blocking DC (since the caps are in series) and only allowing the AC portion of the signal. This aids in accurate transistor biasing and stage-impedance matching.
The output caps block DC before it gets to the speakers but also lowers the impedance at the output so that the load resistance is isolated and not mucked up by bias/transistor resistances so that proper bias design can be acheived. You want these to be fairly large so that the lowest audible frequencies will be unaffected.
The bypass caps are often used in common-emitter BJT designs so that the gain-reducing effects of the emitter resistance are elimiated during AC signal periods. It also aids in temperature stability of the DC bias by now including the emitter resistance (i.e., the cap is in parallel with the emitter resistor).
If you have anymore questions, don't hesistate to email me. Arthur