I don't know which PSUs from eBay you are referring to. A PSU should be capable of supplying the specified current at the rated voltage with minimum ripple (generally a lot less than 100mV).
There should be no need to add additional capacitors. Any capacitors you do add will increase the inrush current (as you suggest) and may cause the PSU to shut down (if it has built-in protection) or to blow its fuse, or worse.
Electrolytic capacitors have a significant inductance and adding them will increase the available DC current but may not reduce high frequency ripple. Low ESR capacitors should be used. General purpose electrolytics have a high ESR and may overheat.