With multi-rotors these days becoming more and more powerful having a good capacitor on-board is getting to be more crucial for having a great flying quad, noise free video, as well as protecting your components from premature end of life! These Low ESR Capacitors from Panasonic are some of the best (if not THE best) on the market with an ESR rating of 26 mOhms.
We find that 330uf is a versatile size because on a larger build you can add a capacitor to each esc (as recommended by Joshua Bardwell) or on a smaller build like a 3 inch you could add one or two to the main battery input.
Also make sure to cut the leads as short as possible to reduce resistance. Here is a link to the spreadsheet from which we found this particular capacitor: https://goo.gl/71GkbC
A quick note on LC filters, they can be a great way to clean up the video on your quad but unfortunately it just masks the noise in the system, instead of addressing the route cause which could be causing other issues such as motor desyncs, mid throttle oscillations or simply bad flight performance
Down below are some videos extolling the virtues of installing a capacitor to your system.