It's a concept which does in fact work. In reality, if this makes a huge difference, then I would get a quality PSU, such as FSP/Fortron, Seasonic, PC Power & Cooling, Sparkle, etc.
Years ago, I was modding my SbLive! And changing the original electrolytics which filtered all power traces from the PCI bus to new, Panasonic, low-esr versions made silence very black in that silence was actually silent, which made the soundstage larger and clearer.
You don't want to tax a weak PSU with a load of more caps. If you're using a cheap, factory Dell PSU then it could mean trouble over time. Use discretion.