Having plenty of amps available, larger wire sizes are #1. You want to eliminate voltage drops by having more amps whaen at X voltage.
Filters on the power line for each or certain items is the next step. It is often as simple as passing the power lines to item(s)-X through a coil of wire and/or set of magnets.
Capacitors store power, kinda like a battery. The max output doesn't exceed the max charge voltage. It stores some power at X-volts, closer to a draw, smoothing any dips in voltage by releasing it's energy only as needed. The Uf is how much energy is stored, enough capacitance for 3 sec. on sounds/motor= hours on an led.... akin to choosing a higher amp car battery than you really needed; the larger will let you run the radio longer when parked.
Caps don't hold power as well as batteries, nor-self charge , lower amps, etc..However the supercaps are bringing cap. capabilities close to (old) battery level. Cap.s are normally fast charging.