Decoupling capacitors: low ESR electrolytic vs electrolytic + ceramic vs ceramic
Your question is naive in that it doesn't consider what type of capacitor best suits the target application. Consider this: -



So, a 1uF ceramic may not be your best choice if wanting an accurate timing circuit (for instance) or some audio application where the microphonic problems associated with a ceramic capacitor cannot be tolerated. Also, these days, it's quite normal to find ceramics up at 100 uF and I'm sure in a few years time 1000 uF will be possible.


  What do you suggest?


Choose a capacitor type that suits the application. If one doesn't exist look at alternatives and if those alternatives look problematic, find a different approach.

Pretty picture taken from here.