Hi Ray,
Well, if it's a solid state amp then your power supply capacitors are already bypassed multiple times. I would not recommend adding more or changing the values (or locations) of the already present smaller value capacitors. If you change the values of the smaller capacitors, the amp could become unstable, unless you know what you're doing.
But, you can replace them with different same value capacitors and see if you like the sound better. However, if the part quality is already decent, the differences you will hear will be minimal. The design of the power supply usually dictates on how well the amp performs/sounds. The Jensen capacitors are wonderful caps, but they are expensive. If you can afford them, use them. Most large manufacturers use less expensive caps, Bryston for example use Chemi-Con capacitors in their power supplies.
For my designs, in stereo configuration I use 4 toroidal transformers. 2 for the positive rails in each of the channels and 2 for negative. In most mosfet amps, the voltages are +/- 80V. So two transformers per channel, a mil spec'd bridge rectifier, 2 - 4700uF electrolytic caps (like Chemi-Con's), 2 - 47uF electrolytic caps (Vishay BC Componenets) mounted on the circuit board, 2 - 1uF film caps (Vishay MKT1822) mounted on the circuit board and one 10nF film cap per mosfet. These should be located right by the mosfet devices. I usually use 4 mosfets per channel, so 4 caps per channel total (also Vishay BC Components). Thats it! That's my power supply for the output stage.
For input stages, the power supply becomes MUCH more complicated. Basically I take the voltage before the bridge rectifier, which will be lower, maybe 60VAC, from the same toroidal transformers. Then painstakingly design a filter which has very little noise. I use diodes, transistors, and multiple capacitors to achieve the desired result.
Bye!
