i'm not a big fan of caps, so i'll offer a bit different advice. caps are like bandaids for bigger electrical problems.

first, improve your grounds if you haven't. i posted up a DIY on how to do that on an accord forum. different car, but same idea, so here's a link

other than that, either a battery or new HO alt will both help. unless your idling your alt is what your system is drawing from, so i would suggest upgrading your alt first but it's up to you, battery isn't a bad investment by any means

edit: k didn't read the whole thread, didn't realize geonfreaq had already posted a link to big 3. the diy he posted looks better anyways lol