Just to clear things up since many of you don't seem to understand how a capacitor works and why it is necessary for various applications:
A capacitor is a circuit element that consists of two conducting surfaces that are separated by a non-conducting material (aka a dielectric). These capactiros are energy storage elements that are posses linear behavior just like an inductor. So, the capacitor has the ability to temporarily store energy (which is stored in an electric field) when a voltage is present across its terminals.
The reason why some people need a capacitor when running a high power audio system is simple. The capacitor is placed across the load in order to compensate for the lagging power factor. In a nut shell, the power factor is the angle between the voltage and current. For most cases, the power factor is lagging (just like in your cars when the lights dims, etc etc). So the capacitor is there to bring the power factor to unity so there is no lag between the voltage and current.
Here is a quick practical application (other than your car audio system): The flash produced by a tiny camera battery can produce a blinding flash. Some people may wonder how this is possible. The answer is energy storage elements.
