Bypassing filter caps good, bypassing coupling caps bad.
Now some specifics: There are a lot of high frequency effects that can occur and you can't just bypass a power supply cap and get away with it, although sometimes you can. If you really want to do it right, it is a good idea to calculate or measure the lead impedances at various RF frequencies that are known to be troublesome (for example the ones that seem to show up on a high speed scope) so often the right bypass value *and where you put it* will not be intuitive!!
If you have trouble understanding the paragraph above, or understanding how to set up the right value from this, you are probably better off leaving things as they are, else you could wind up with a unit that has a 'mysterious hum' (oscillation) that was not there before...
Now some specifics: There are a lot of high frequency effects that can occur and you can't just bypass a power supply cap and get away with it, although sometimes you can. If you really want to do it right, it is a good idea to calculate or measure the lead impedances at various RF frequencies that are known to be troublesome (for example the ones that seem to show up on a high speed scope) so often the right bypass value *and where you put it* will not be intuitive!!
If you have trouble understanding the paragraph above, or understanding how to set up the right value from this, you are probably better off leaving things as they are, else you could wind up with a unit that has a 'mysterious hum' (oscillation) that was not there before...