It looks like you have 2 issues you'd like to keep separate.
I suggest keep with the 9V battery until the FG issue is fixed otherwise PSU issues confuse troubleshooting. Check scope triggering or synchronization. Work from the lowest frequency selected and work up through all the ranges.
Its easy to put a 1000uF across the + and - inputs of a pulse DC output and 'see what happens'. PSU filter capacitors can be bigger than necessary, because output ripple depends on the load on the PSU, it worse at maximum load and least with no load.
Formally, estimate design's maximum power consumption and calculate filter capacitance to reduce ripple to minimum. Today most PSU output to an IC regulator, so ripple is calculated to be what a regulator can tolerate to provide its best output.
You need to choose the regulator first, to calculate the capacitor.
http://www.tpub.com/neets/book7/27e.htmPSU noise and ripple can influence the design you're building. An ideal PSU outputs likely a battery.
SMPS are noisy and ripply compared to a linear supply but its main advantage is as power or high amp output is needed, SMPS are cheaper and physically smaller than linear. Under 3A DC [at least up to 60Vdc is typically sold], linear is smaller, cheap & clean. SMPS can be used in many designs once the designer knows the SMPS noise won't influence the circuit, but when one is first designing it, one never knows, so a good linear supply reduces that problem to minimum.
Using the Manson supply pdf below as example, the specs say:
load regulation: 0.1% + 5mV
Ripple/noise: 50mVp-p
A linear supply:
http://www.mastechpowersupply.com/dc-power-supply/linear-power-supply/mastech-regulated-variable-dc-power-supply-hy1503d-15v-3a/prod_64.html# Load Regulation: <= 0.01% + 3mV
# Ripple noise: CV <= 0.5 mV RMS
Note, ripple noise assume sine wave, 0.5mVrms =~ 0.7mVp =~ 1.4mVp-p
Because the ripple is always there, using these PSU in the low volt range magnifies the error.
e.g. At 1Vdc the variation from a linear is 1.0005 Vdc + Vac rms while the switcher is 1.0353 Vdc + Vac rms
In reality, the noise and load regulation in linear supplies can be very low, the reason for the less than sign above is that in lower load conditions, those values can be much lower.
At the moment I am using an 11v-18v adjustable ebay power supply that is about the same size as a computer PSU. That is hooked up to a regulated switching power DC/DC converter - the thing that is plugged into a cigarette lighter. While it may not be the best setup for electronics, it works for the RC stuff (charging batteries, bench testing esc and servos). I just ordered the Manson SPS-9602 (1v - 30v DC switching) because I know I will need a better power supply in the near future. So when that arrives, that would be a simple change out to see if in fact it was the current power supply or not.
The frequency is all over the place that it is very hard to tell if there is a waveform or not. With the 9v battery, it is a bit "distorted" (more like shakey lines parallel with the waveform than anything else) and not like the ones seen on videos or in pictures.
In the couple capacitor tutorials I have read / seen, they always say to use the same uF when replacing the capacitor and it is safe to go up in voltage (16v to 25v for example) but never down (16v to 10v for example). That much I do understand. I don't understand when it is alright to change the uF value because it was never discussed. How did you know to go up in value (1000uF to 4700uF) and not down (1000uF to 470uF) ?