As well as respecting polarity, consider the 'ripple rating' and ESR of really big electrolytics.
If abused, they can be remarkably unforgiving...
FWIW, one of the 'linear' supplies I met had a SES incandescent lamp 'in line' to moderate in-rush to its many-tens-of-thousands micro-farad capacitor bank. Also, a couple of high-ish Ohm 'safety' resistors bridged the bank, to be sure, to be sure there'd be no lurking zap due 'dielectric recharge'.
With regard to ESR, the inherently high ESR 'mega bank' was flanked by several ~100 uf with much lower ESR, and a quorum of 0.1 uf with RF-rated ESR.
IIRC, 'dielectric recharge' is related to electrets, of which I've only read, but the precise mechanism seems unclear...
Much info may be proprietary.
YMMV.