You mean closer ? Well, I guess I could do that just to get that possibility out of the way, but I dont think it should be any problem, I use a very clean powersource and have one cap on the breadboard over Vss and Vdd.
Sometimes it doesn't matter how 'clean' the PSU is, because down the road, the PIC will mess it up for you...all by itself. And quite frankly, you won't find very many circuits, even battery powered, that don't have a cap or two sprinkled all over the place to help keep the power lines/ground lines clean and clear from spikes.