What value film cap would I use to bypass the following, 1uf, 2.2uf anf 3.3uf? Should I use .1uf bypass cap or a .01uf, any help would be great going in a preamp circuit.
100nF would be fine, but as to whether it makes any difference is subjective. If you are using good film or poly caps, it will probably make no difference at all.
Can you not just put in a film cap of the full value, and skip the bypass? I think I would put in even a polyester without a bypass instead of an electrolytic and a small bypass.