Yes and no. Yes the "rewards" are a higher reserve peak current that gives better low frequency extension and control, frequency dynamic range etc as stated by Sean above. But...
By increasing the supply capacitance, you are forcing the transformer to push out more current through its secondary windings. The xfmr VA rating is determined by the DC power on the load side, temperature rise of the secondary, and the secondary voltage. By doubling the filter caps you are increasing the xfmr secondary current draw (what goes out of a cap must come in). Since the xfmr VA is fixed and the filter caps provide a pure capacitance load, the xfmr does not produce more power with the increased current flow. Instead, it is dissipated as heat. Heat which can damage the xfmr and the circuitry nearby (diodes, regulators, etc). The xfmr is now producing more reactive power and less "working" power. The xfmr is an integral part of the PS and, as far as I know, cannot remain a constant with respect to filter cap sizes.
And, for God's sake, be careful about monkeying around with filter caps. They have enough energy stored to kill you if you short them with yourselfdom - even months after the power is switched off.