If you actually understand what a capacitor is used for then you're 2 steps ahead of half of the people who have posted opinions on them.
A capacitor is used to smooth out power distribution, this is why they are used in all power supplies. An AC/DC power supply is a whole other animal, but the basic principles still apply. the rectifier (or battery and alternator in car) never sends a smooth 0 Hz signal. there are "bumps" in the signal, and the capacitor acts as a filter to remove those "bumps."
This is about the best way I know how to simplify what a Cap does. I have worked in car audio for several years, and always recommended when someone wants to have clean sound and stable power for the entire car; that a Cap is the way to go. They are inexpensive versus an extra battery hook-up when you're just a casual or someone who cares about their car audio kind of listener. If you are in competitions and such, then the extra battery idea is prob the way to go.
If you're still having trouble grasping the core concept, check out this link:
I'm sure google can turn up a lot more info. Read, learn, apply.