Capacitor manufacturers have come up with super high dielectric constant ceramics, and are able to cram a lot of capaciatance into a very small footprint. That may be fine if you are trying to stabilitze an op amp, but may be a disaster at 5 GHz. The L x W are large enough for the high ξr that the capacitor will form a rectangular resonator. When this happens, strange things occur, like a series open circuit!
So one key is to stay away from big capacitance values. A 10,000 pF capacitor is more likely than a 1000 pf capacitor wich is more likely than a 22 pF capaciator to resonate. So only use as much capacitance as you need in series applications. In shunt applications where you need to quell low frequency oscillations, use two or more capacitors in parallel to ground, such as a 100 pF parallel with a 10,000 pF.