Hi, Bill!
First, the connectors and internal wiring. I avoided using flexible coax. On front panel, there are N to sma panel mount adapter. From there, semi-rigid connector goes to the PCB. I've noticed there is a lot of noise picked up on output cable. I suspect ground loop of some kind. I'm in process of insulating output connector.
On 3 terminal regulators, I used 0.1uF on back side of PCB to reduce inductance, and on front, 10uF aluminum caps. I've always done it that way. On 5V negative side,the regulator actually does get hot. I mounted on bottom of the case. 0.1uF right at the regulator, short piece of wire, and 10uF on PCB. The reason I use both is that some brand of 3 terminal regulators are prone to oscillation at high frequency where regular aluminum caps are not that effective.
If you look at spec sheet for those regulators, they typically suggest 0.1uf and 1uf. Somewhere else on the note, those are for tantalum and use of aluminum requires x10 the value. I just go by my past experience and do what I said above.
My regulators are just typical 78 and 79 series. I did not use anything special.
For filter caps, I used as large as I could find. I recall each leg has 6800uF or something like that. Then, I put two ferrite beads on output - although it does not appear they did anything meaningful.