Thanks Aron. I'll make sure to check the FAQ first next time.
Why do those sections of a circuit require more capacitance than other sections?
Also, I got your stomp switches in about 5 days. Thank you very much.
Usually they are filtering in one way or another. In general, if it's in the power supply, it's using the capacitor to help against "ripple" which can cause humming and other undesirable effects in your power supply.
If it's used as an emitter/cathode/source bypass capacitor, the larger the value, the less "low end" is lost. In other words, if you used a smaller capacitor for bypassing the the emitter/cathode/source, you would end up with less low end.
Just like the input and output capacitors, larger value capacitors will retain more of the frequency range of the signal. (see simple mods page from my home page).
This is just a simplistic explanation, but it pretty much explains what is going on.