Your circuit is wrong: the source is generally an approximation of a constant current (i.e., the ripple is coming, whether the filter is ready for it or not!). So, additional resistance only increases power dissipation and worsens ripple voltage. Your only choice is to shunt it better and better -- by using lower ESR caps, and/or connecting many in parallel.
An interesting application is to use a relatively small film (or aluminum polymer) in parallel with a big electrolytic. This becomes worthwhile at Cfilm = 1 / (2*pi*F*R), for a ripple fundamental frequency, F, and total electrolytic ESR, R. You'd normally want to use several times this amount to ensure most of the current is flowing in the film caps.
Example: a typical switching supply might have a main bulk cap of 400V 100uF with 0.7 ohm ESR, with 1Ap-p switching demand at 200kHz. The ESR dissipates 0.175W, not too bad. Maybe you need it lower anyway: you'd pick a film cap of 400 or 630V rating, polyester or polypropylene, over 1.13uF. 2.2 or 4.7uF would be quite reasonable, and spare much of the ripple seen by the electrolytic. Parallel combinations are good, too; not necessary for ratings because caps this size are usually rated for a few amperes, but if reduced ESL is also required, it might come in handy. In which case, they should be placed near the switching device(s) as local bypass.
Tim