Look for a cap that has a 105*C temperature rating. eBay usually has pretty decent deals on 330-470uF caps at 25v and 35v with the required 105*C rating. You mount the caps as close to the ESC as you can while not interfering with mounting.
For an the often recommended 35V 1800uf cap, less than 0.041Ohms. Pretty much only leaves Panasonic FM series caps. Though if you paralleled a bunch of smaller caps you would be fine too. Look for 105C ratings, they usually come hand in hand with relatively low ESR.
i got several new 1800uf 35v low ESR 105C caps if anyone wants one, will send for cheap, only have 2-3. I've added one of these on all my MMs, they works great
Generally, using two or three smaller caps is better than one large one for heat dissipation (more surface area) and transient response. So, if you want an extra 1000uF, you can use three 330uF instead. Each cap has to be rated for at least 25% higher voltage than you plan to run. For 4s, that's a 25v cap; for 6s, that's a 35v cap; etc