No you don't need one. If you are adding lots of power upgrade your alternator and battery, as well as your ground wires. Use the proper guage wire and you should be fine.
A capacitor is supposed to reserve power for your amps and then release it quickly when bass hits, but think about it- where is the power coming from? If you listen to rap with extended bass notes, that fraction of a second of power stored has been used, and now your amp is drawing the power right back from the source (battery/alt) and you're now fighting to recharge the cap as well.