I've heard alot of mixed reviews about Capacitors. The guy below is correct though. A capacitor is almost like another battery. It stores voltage, and releases it rapidly. A cap can release current and discharge much faster than a battery can. I don't know how true the "it'll be much easier on my alternator" statement would be. My cousin (of who has a massive system in his massive Dodge 4x4) says that, Yes, they do help out. From what I know and have learned since I got into the car audio feild, they should help. In some cases, they can help stop your lights from dimming. Dimming is caused by the amp, when its trying to pull more power than the battery can deliver. If the cars lights still dim even with a capacitor on it then try upgradeing the battery, the amp's power deliver kit, or both. Everyone says to upgrade "the big three". The three being the battery, amp's power kit, and the alternator if I'm not mistakeing. High output alternators are expencive though...thats the only downside. I myself have a 1 Farad cap, a 4 gauge wireing kit, and a Duralast gold battery. I have yet to see my lights dim. I also test my alternator a good bit too to see if its chargeing the battery like it's supposed to..and so far, it is.
Take into consideraton of how strong of an amp your gonna be useing. My amp is a 1500 watt Power Acoustik 2 channel block amp. I call it a "block" amp because the beast is long, and heavy as hell. The stronger the amp, the more power it'll draw from the car's electrical system. Once the amp exceeds the car's chargeing limit, the lights will dim. If they don't dim ALOT, then you have some time to figure out something. If they look like strobes and are noticable when rideing down the highway...then you gots yourself some problems.
The bottom line, in my year or more of experiance with the car audio world, a cap DOES help, at least to an extent. A rule I keep in the back of my mind is one that the local stero shop (Norton's car Stereo) told me. I beleive it was "for every 1,000 watts of power, you need one farad". The man didn't say if the wattage was combined with two channels, or if it a single channel. I've also heard, "for every 500 watts RMS per channel, you .5 farads". So my guess is that, the wattage is for a single channel. Even if you arn't pushing a big amp, I would still consider getting a cap. At least a 1 Farad cap, which is what I have. They are sorta tricky to install and charge up...but you'll figure it out. I'm 19 years old man, I do all my own installs. If I can do it, YOU can do it!
Anyway...my advise is...get a cap. Plain and simple. It'll ensure that your amp will be properly powered. It'll deliver the juice the amp needs on demand, since they can discharge very quickly. Good luck my freind!