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While this cascade of voltage regulators may look like a good idea it actuall yis a waste of energy. The peak voltage at the capacitor after the rectifier will be approx. 32V (24V*sqrt(2)-2*0.6V). Your output is 3.3V, therefore all in all ~29V are lost in the regulators, distributed among the 5 ics. But sorry, that's not what you've been asking for.
The electrolytic capacitors used are good for low frequency noise suppression. It is (almost always) a good technique to use a smaller capacitor (ceramic or film) in parallel for high frequency noise suppression. A very common value is 100nF.
Also note that the LM3940 requires an output capacitor that meets certain requirements (
datasheet, page 9ff).
The 100mH inductor in series between the 5V and the 3.3V regulator may not be a good idea. The combination of L and C may make the regulators susceptible to ringing and the inductor may act as an antenna (depending on its construction), picking up noise e.g. from the fan.
My recommendation:
- add a 100nF film or ceramic capacitor parallel to each electrolytic capacitor.
- Add a capacitor at the output
- remove the inductor
- check your wiring(layout for any loops that may act as antennas, minimize the loops
- ensure a good ground (thick wire, wide traces)
