Typically I find that just adding a larger capacitor is all that is needed. If you place multiple capacitors in parallel of values that decades of each other you can help filter out noise at different frequencies. Ex, 0.01uF, 0.1uF, 1uF, 10uF. Using surface mount components is ideal for minimizing noise.
If you need cleaner power you can use an LC filter. This is far less common to see on boards though.
Another thing you want to look at is a voltage regulator. If you are already using one, check the datasheet to see if you are meeting all of the requirements that are required. These usually include input capacitance, output capacitance, and capacitor ESR. If you aren't using one, look into using one as you will be able to clean up your power a lot.