There no real 'disadvantage' to having a capacitor, but what bigaudio is saying is that the capacitor is more of a band aid for voltage drops rather then a solution.
Capacitor:
A capacitor is basically a battery that can dump all of its current pretty much instantly. When your system uses a lot of power the voltage levels can spike below the norm for a few milliseconds or seconds causing the lights to dim every once and while. The capacitor is used in a car as a sort of filter to fill in the Voltage gaps that can be seen with large power draws from your stereo system. Basically when you turn on the car the capacitor is charged to the cars current voltage level. When the stereo pulls alot of power and causes the voltage level to drop the capacitor instantly starts to drain off its stored energy thus restoring the voltage level in the car until the car battery can catch up
Big 3:
The big three goes another route by actually solving the problem of why the voltage drops in the first place.
http://www.the12volt.com/installbay/...TID~73496~PN~1.
Some stereo installers will recommend capacitors for the extra cash because its really not needed in most common setup in new cars.