I would add a 100-220uF 10-16v capacitor after the regulator, dropping the 0.1uF
The data sheet does not say to do this. It is not helpful and may even be harmful. Put 0.1 uF on the output of the regulator as advised. Generally speaking, big capacitors go on the input side of regulators, not the output side.
If we're going strictly by the datasheet, the 7805 does not require ANY capacitors on the output side. Most datasheets only say that if the device powered by the 7805 is a few cm away from it, then you should use a 0.1uF capacitor or something close to that value.
However, other linear regulators do require a capacitor on the output side, usually 1uF or 10uF being the recommended values (or a capacitor having esr below 1 ohm), and since having one doesn't really hurt that much, I found it a good habit to use one.
For example, just browsing through some digikey low voltage drop regulators page ...
lm317 recommends 1uF for improved transient response (
http://www.ti.com/lit/ds/symlink/lm317l.pdf),
LP295x requires 1uF or better for stability (
http://www.ti.com/lit/ds/symlink/lp2950-n.pdf),
LM2941 requires a capacitor " with a minimum capacitance value of 22 ?F, and ESR in the range of 0.01? to 5?, is required at the output pin for loop stability. It must be located less than 1 cm from the device. There is no limitation on any additional capacitance. " (
http://www.ti.com/lit/ds/symlink/lm2941.pdf)
lm138/lm338 : " A 1 ?F solid tantalum (or 25 ?F aluminum electrolytic) on the output swamps this effect and insures stability " (
http://www.ti.com/lit/ds/symlink/lm138.pdf)
lt1121 : " designed to be stable with a wide range of output capacitors. The minimum recommended value 1µF with an ESR of 3? or less." (
http://cds.linear.com/docs/Datasheet/1121fg.pdf)
enough... and like I said, this is just random regulators from the first two pages of digikey's low drop regulators section.
I'm using (and therefore said) 100-220uF because in general, good capacitors of that value and 10-16v rating, have esr below 1ohm but still big enough not to cause instability or other problems (for example LM2941/MIC2941 can be unstable if the capacitor has <0.2 ohm esr and you pull less than 1-200 mA of current)