Grumpy_Mike:
I am not sure why Paul said that. In general you do not want to make the capacitor that big wired directly across the motor, just a 0.1 uF ceramic. You want the large one across the motor supply not the motor itself. That is the motor and the driver be it simple FET or h- bridge. When you do then you can put an inductor in seriese with the supply and a capacitor the other side. This is known as a pi filter because it resembles the symbol for the maths constant. Google for an example.
So up to now i 've learned that i have to use a 0.1?F ceramic capacitors soldered on the dc motors and an electrolytic capacitor for each of the other modules(but what about their capacity? electrolytic or ceramic :~ :~ :~ :~ :~ :~ :~ :~ :~)..
Also i think i understand now why i will have problems if i use capacitors with PWM, however PWM is essential to my project so i don't really know what to do !!!
I think here says that a RC(resistor capacitor) filter can make the PWM wotk fine, right ? Arduino’s AnalogWrite – Converting PWM to a Voltage