When I have to select a power supply capacitor, I will model the supply (or measure the existing supply if I have a prototype) to get a measurement of the ripple current required for a given cap. There's no penalty for buying a cap with a higher ripple current rating, but be careful that you aren't buying a 3,000 hour at 85C cap just because it says it can handle 3A of ripple current.
For SMPS, the ripple frequency will be much, much higher than what you're going to get from a transformer/rectifier combo. The ESR/ESL of an electrolytic cap may be enough of a problem under these conditions that putting a MLC capacitor in parallel with the electrolytic will help reduce power supply ripple at the switching frequency.
If the project in question is Pete's NuTube design, you'll notice C19 and C18 are performing that function. You can always ask Pete, he's replied to every e-mail I've ever written him.
