Capacitors are good, quality amps come with a decent amount inside. However, installing an inline capacitor to your amp is not really going to do to much as far as performance. One this for sure is that they will not band-aid or fix a problem. If your alternator is providing say 100amp under load, and your amp is drawing a lot of current under load/lound levels, a capacitor is only going to help with the amount of current available to it. For instance, if your bass is dimming your lights because the amp is robbing current from other circuits in the vehicle, and you add a capacitor to try to correct it you will be disapointed. It will store engery for quick release to your amp, but it still only going to store a certain amount of power. I guess what I am saying is your amplifier is only as good as your charging system. It probably will not hurt your performance, but don't expect anything noticible. You see a HUGE range of pricing on amplifiers that spec the same power output. One big difference in quality and price of an amplifier is the power supply. Look inside a high quality well bit amplifier and you will see heavy coils, a strong capacitor bank, and higher gauge wiring.
My best advice is buy a quality amplifier, match with a subwoofer that is going have the efficiency specs to fit your application. Use quality copper, cheap power and speaker wire are mainly insulation and low copper content because copper is expensive, and a quality install. You shouldn't have any issues. Now start doing things low lowering impedance and you start putting a lot of stress and load on the input stages of you amp and intern generate heat, lose efficiency, and lose reliability.