Im pretty sure you want as much surface area as you can get, while at the same time making sure that no part of the conductive plate is too far from the other conductive plate. I made you this helpful diagram!
Capacitors work because the electrons in one side are attracted to the protons in the other side because of an imbalance between the levels of those 2 inside the conductive plates. This works better the closer you can physically position those 2 plates. The further away they get the less they will pull on each other because the electromagnetic force falls exponentially with distance.
In professionally made capacitors im pretty sure they use mylar film, which is like a plastic sheet coated on both sides in some kind of metal foil, and then all of that coated again in an outside layer of plastic. Then they roll that whole mess up real tight into a tube shape and stuff it in a cylinder and attach leads to it. Its not that the plates themselves are wrinkly, its that by folding it up once its already stuck together you can fit more in a given volume.
I think the reason carbon nanotubes work so well is because they are very, very electrically conductive, and also very thin. Just one atom thick if you count graphene! The thinner you make it the more layers you can add for a given volume. Remember, the closer each side gets the better it works. Something like the plates in a mylar film cap will be billions of atoms thick; the atoms in the back probably arent providing much attraction relative to the ones nearest the opposing conductive sheet. Carbon nanotubes would not have this problem.
There is also a tradeoff too: the closer you get the two plates the lower total voltage a capacitor can handle. Once the voltage gets too high the electrons will jump right through the insulative layer and your capacitor will explode. It causes a short circuit, and considering its happening INSIDE a capacitor there will be a lot of amperage involved. Most capacitors are designed to have the metal layer burn back farther than the insulative plastic layers, so they become self-healing. More like self stabilizing; you will still permanently lose capacitance. Better dielectric materials (insulators) can help provide higher voltage ratings without increasing the distance between the plates.
This tradeoff is why you can get high storage ratings (farads) with low voltage ratings, or high voltage but lower storage, but the only way to get more of both is by getting a bigger capacitor.
I'm not a total expert on capacitors or anything so take all that with a grain of salt.