IMO, for unused rca INPUT jacks shorting plugs are preferable to caps, although of course in many cases I would not expect either one to make any difference.
Caps will do nothing to reduce coupling of internally generated rfi/emi onto the unused input lines, from where it might couple into the signal path that is in use. The same goes for rfi/emi that may originate externally, but which enters the component via a pathway that bypasses the rca jack and then couples onto those unused input lines. Shorting plugs can help in either of those situations.
Shorting plugs should not be used on output jacks, of course.
Regards,
-- Al