Well first off, the complement of all the signal current out of the TDA1541 also appears superimposed on the +5v pin, so decoupling here is critical... and a superreg would be an ideal supply to keep impedance low here. The supply on this pin is pretty much just pure DC, plus the signal components. It is the most critical in terms of direct effect on sound quality.
The -15v supply is the only pure analogue supply and should be quiet. It does not appear particularly sensitive to supply impedance, but low HF noise helps; a capacitance multiplier as a filter on the raw supply, followed by an LM337 does well here.
The-5v supply is the least critical, again a well-sorted LM317 is fine.
However - the internal current reference in the chip is between the -5V supply and the -15v supply, and tying these supply pins together with a cap really helps. 10uF oscon (+ to the -5v pin, remember) is a great start. Tweak your regs so that 10.0v is held between these pins, +/- 0.1v.