Selecting the correct input/output capacitors for a 7805
Obey the datasheet, but there is no harm in adding extra capacitors.

The 330nF and 100nF (non-electrolytic) capacitors are probably required to guarantee that the regulator is stable.   They should be as close to the regulator as possible.

The 10µF electrolytics suggested on the website may be beneficial to the rest of the circuit.  Eg. ripple smoothing on input and a "circuit-wide" decoupling on output.

So, I'd suggest combining the two.  (Don't use just the electrolytics as they have strong parasitic properties.)   If space is limited, I'd go with what the datasheet says only.







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