Generally 0.1µF ceramic type is used in parallel with a larger electrolytic type capacitor on the circuit at the far end of he cable. The larger capacitor value is somewhat arbitrary but values such a 100µF or 270µF are common and typically do the job.
If the load is drawing varying current from the supply, such as an audio amp, than a larger value such as 470µF or 1000µF would be better. If you know the value of the varying current and frequency drawn by the load you can calculate the capacitance required to keep the ripple voltage below a desired level (such as 10mv for example).
Of course all ICs should also have a 0.1µF ceramic directly across their power pins for good decoupling.