Off hand, use 100nF for transformer filtering and 150nF for large capacitor bypassing. Do not be stingy, lay out some good money and go for polypropylene capacitors in the 100V or more range. If you are using single capacitors for every supply line, I would strongly suggest you also use the RC filter as shown on Diagram 4. But you don't need to take my word for it - try it and see, sorry, hear for yourself. Play some music without, then with the filters and you will have improvement in your treble range, from small to immediately noticeable.
Filters have an added complication at no extra cost, that of placement.
It's not quite the same thing where you put them, just after the caps, after the supply lines on the PC board, next to the output transistors, etc. My suggestion would be to place the small value caps C7 and C8, as well as the RC filter after them on the PC board. That way, they also filter out whatever may have been picked up by the wiring if you have it. It follows the general outlines given above. In short, theory is nice, but nothing beats hard practice.