Calculating Op-amp supply bypass caps values
Batteries are a special case because their internal resistance increases as they discharge. 

Probably something like 100uF/16V in parallel with 1uF/16V ceramic. Here's what the impedance vs. frequency of a 100uF capacitor with 5 ohm ESR in parallel with a 1uF ideal capacitor looks like from 100Hz to 5MHz: 



So, it's pretty low over the entire audio range (so it will prevent unnecessary changes in the battery voltage if you draw reasonable current) and very low up to where the audio op-amp gain should be below 1. 1000uF would be even better but they're physically large, and 100uF/16V is quite small.