People say no. The compacitor stores a charge in it, which your system pulls off of. As soon as that charge is gone though it has to recharge, off of your car's electrical (alternator). If it is simply pulling off the car, same as your amps do anyway, what is the point in having one? Save your money. Will it hurt anything, I wouldn't say so, but do you really need it, no.
If you're having a problem with lights diming, or any other power issues, check your gains on the amps to make sure they are properly set. Being too high will pull excessive voltage and can also harm your speakers. If all is well there, you can upgrade your wiring from your alt (the Big 3). If substaining a good amount of power reserve in your car is a priority you could invest in a HO alt, along with the big 3.