For general applications, the values indicated in the data sheet is good, but for applications where low noise is required, other things come into play in selecting the output capacitor.
Your typical three terminal regulator has an inductive output reactance and varies with load current. The output inductance typically varies from 10 uH at light load, down to 1 uH at full load of 1 Amp. So any output capacitor will interact with this inductance to produce noise peaks at some frequency as shown in a National Semiconductor document.