Using only one 500K pot for vol, you have no need for a cap.
The 500K value is going to give mo' "sizzle" from your bucker than a 250.
Fo' example, I recently replaced my vol knobs on my Dime guit with 1 Meg pots...it really woke up the soud a bit, not DRAMATIC! but it did make a bit more bite.
For the Shizzle yous lookin fo', I would reccomend NOT using a cap at all
-EDIT-...unless...
Have you heard of a treble bleed circuit?
This is where you take a low value cap and put it on your vol control so you have less high end loss as you turn the vol knob down...that should help with the sizzle!