Some good advice from above. In my experience, here are some guidelines to follow when it comes to noise in an audio system.
First is grounds. Grounds must be of proper gauge and the best place to ground to is the frame. Avoid grounding to thin sheet metal. When grounding to the frame, make sure to remove any paint, primer, corrosion, etc. at the grounding site. Use a proper grounding lug and/or star washers. I usually upgrade the factory grounds as well. Ground wires for external amps should be as short as possible.
As someone stated above, its a very good practice to run signal cables away from power wires. In almost all installs they usually must cross at least once, but they should do just that, cross. Running them parallel for any length can cause issues.
In my experience, I have found that noise filters, especially the cheap type, can cause more issues than they actually solve. If equipment is functioning properly and installed correctly, these should not be needed and avoided whenever possible.
I wouldn't waste time or money on a big capacitor. It's not going to help your issue here and even though you will find those that swear by them, their benefit to a system has failed to be proven notable in most recent years.
Even though the things above seem rather simple, they certainly do make a difference.
Best of luck and I hope this helps.