Hey Subfanatic, the general rule of thumb on this issue is one farad for every 500 watts of amplifier. Case in point, I had a 99 mercury cougar with a 2004 memphis 500 watt d-class amp., which are known for having a high efficiency rating (+99%). It was running two Alpine types E single voice coil 250 watt RMS/500 watt peak subs. Cheap I know, but they were perfectly matched for the 2-ohm stable 500watt RMS amp. I actually ended up killing the battery in the car b/c the charging system couldn't keep up with it. Another interesting fact to note was my car equipped with a stock 105amp alternator and 850 cold crank amp battery. I would recommend a one farad cap, but that is just my opinion.
However, a cap keeps the voltage running through your power wire more constant and steady, allowing you to get every dollar's worth of amp you paid for.
Bottom line, your car is an important variable in this equation. You could be fine without a cap. or you might drain a battery it really just depends on your car.