Hi Charles,
I have been using bypass caps since I started designing gear. The only place I do not like them is on a coupling cap in a tube amplifier. Most tube amps us a smaller value as a coupling capacitor and you're better offer just going with a high quality cap from the begnning. Will likely cost you less than putting an expensive bypass cap on.
Power suppies - Always when electrolytics are used. There are ratios to determine the "right" size but they usually end up being to large to even fit in an enclosure. "My" rule is to fit the biggest poly cap you can onto an electrolytic. Just be sure to be at least the same voltage or larger.
Preamp coupling - This is dependant on the quality and sound of the cap already in place here. I have tried bypassing DynamiCaps with high quality Teflon units. While it sounded great, it took away from the sound I was after with the DynamiCap in the first place. A good Teflon bypassing something along the lines of a Clarity Cap or similar always provided excellent results for me.
Same goes for speaker crossovers. Not every can afford a Duelund capacitor. They are not cheap. However if you can afford one, dont put a bypass on it
You will take away from the sound they are known for.
I have always bypassed the high filter capacitors in speakers.
I wont tell you what are the best capacitors to use for bypass units as everyone is going to have their own opinion and preference. Like everything else in this hobby of hours, let your ears be the judge.
For the record, there are both technical and sonic benefits in using bypass caps in many applications.