... in the 40's and 50's it was the opposite.
Fender amplifiers often used 20uF filters !!!
Single ended ones from the 30's only 10uF !!!
Wow have times changed! I used two 10,000uF caps on my LM3886 project 
Times have changed, and capacitors are much smaller now due to improved materials. However, this is kind of misleading. The important thing to look at in thinking about capacitors is energy stored per unit volume.
The energy stored in a capacitor is E = (1/2)*C*V
2. The power supplies in the 50s were commonly about 400-500V. So for a 20uF cap at 450V, E = 0.5*(20E-6)*(450^
2) = 2.025 Joule.
For a 10,000uF cap at 30V, the energy E = 0.5*(10,000E-6)*(30^
2) = 4.5 Joule. The energy in the two is only different by 2:1.
The 10,000/35V rated cap will be smaller than the 50s 20uF/500V capacitor, but only by about a factor of two. So in 50 years, we have made capacitors able to store about four times more energy per unit volume.
The measuring stick that the pros use for caps is the product of capacitance and voltage per unit volume. In the definition of capacitance, C = Q/V or the capacitance equals the total charge stored (in Coulombs) divided by the voltage it's stored at. Big capacitance stores a lot of charge at low voltages. Small capacitance has to be packed very tightly by voltage pressure on the electrons to get the same charge; literally, the voltage is cramming them more forcefully into a smaller "bucket". So the charge stored (Q) is the product of C and V, and the "CV product" is the measure of how much storage you get. CV product per volume is the measure of how much charge you can store in what number of cubic centimeters.