While on the subject of reservoir & filter caps I forget why a smaller non-polar cap is sometimes used in parallel? Is this because of it's ability to filter very high frequencies that the larger ones cannot?
Check out CDE's
Aluminum Electrolytic Cap Application Guide. Turn to Page 8; there's a graph of cap impedance vs. frequency.
The cap's impedance (which you'd like to be 0Ω for perfect filtering) drops to a low where it equals the cap's ESR, but rises again above 20kHz due to the cap's series inductance. This is unavoidable and a byproduct of the physical realities of making a cap, though electrolytic caps might be worse in this regard than some caps with a film dielectric.
The impedance rise is beyond the range of hearing and guitar/speaker note reproduction. However, supersonic signals (noise, oscillation) see what amounts to a smaller filter cap (or no filter at all with a high enough frequency). The solution is to bypass the aluminum electrolytic cap with a much smaller-value cap with excellent high-frequency characteristics (and low series-inductance, which is dependent on construction method). Usually, you'll see a polypropylene cap in higher-capacitance values, or maybe polystyrene or Teflon in low-capacitance values.
Lastly what is the commonly used value? Thinking it's around 0.1uF or so?
General rule is no more than 1/100th of the filter cap's value. You might see as-big as a 0.1uF for a 100uF cap, though exuberate audiophiles might have a 1uF bypass cap, with a 2nd bypass of 0.01uF or smaller.
If the filter cap is not positioned right at the circuit sourcing power from it, the bypass is always moved to right at the signal circuit itself.
To date, I haven't tried bypassing a filter cap. That said, my last few amps were built with polypropylene filter caps, and probably don't need a bypass.