Capacitors are like strut braces: some swear they're worth the money, others doubt it...
I don't bother.
Subwoofer? Depends on what you like. Tight, punchy bass or something that can loosen bowels at 70 paces. I run 2x10s at the moment (JL Audio 10W6s) and they do the job, though they're not particularly loud...
John's pretty much got the links covered for you