"...as short a lead length on the capacitor as possible..."
There's a trick that actually takes advantage of the bypass capacitor's lead length. You choose the lead length to series resonate at the frequency band that you wish to bypass. Alternately, you select the bypass capacitor's value such that it series resonates at your chosen band given the actual lead length when installed.
One of the ARRL handbooks has further information (tables and/or charts).
This is not a necessary technique, but if the bypass capacitor's leads must be long, then you might as well take advantage of the fact rather than fighting it.
For the original poster, in his case it is likely common-mode pick-up and any bypassing would (first) be from the wires to ground, then (second) across the signal if you get to that point.
But due to the effort, bypass capacitors would be the (hopefully) last resort. The other techniques (shielding and ferrite cores) are usually easier.