Well, it takes power to make power. Laws of physics and nothing you can do about it. Look as your battery a bucket of water, your alternator a hose going into the bucket and your amps are water pumps drawing water out of your bucket. If your water pumps are pumping 200 ounces of water a second and your water hose is only putting 100 ounces of water a second back into your bucket, you are going to have a dry bucket after a certain amount of time. If you run your system at high volumes for a long time, your battery is going to go dead if your alternator can't keep up. Run it for shorter periods of time and your alternator will be able to recharge your battery, but it is hard on your alternator and your battery. Get a bigger garden hose that can supply water faster into the bucket and your bucket will remain full all the time.
To the guy running 3 JL 1000/1s, if he didn't have a HO alternator and mulitple batteries, then he's an idiot. It's just foolish to put better than 3000 watts RMS worth of amplification into your car and not have the power to run it. He can do it for very short periods of time, but that's it. Not going to be reliable for any length of time.
A capacitor is always helpful in any system. It will always help stabilize voltage drop. Even if an amp has a regulated power supply. It's just that the amp won't make any more power at the higher voltages you'll get by using the cap, but it will ultimately lower current draw and keep your electrical system happier. If your amps cut out with a cap and did not without, it would only be because of a bad connection. Adding a cap requires several additional connections to the power and ground system. Especially with the Alumapro caps becasue of the added solinoid that needs to be installed with it. If a single ring terminal is not crimped correctly it could cause a resistance to current flow that would be detrimnental to the benifits of a cap. It would cause a voltage drop at the amp that would be more severe than if the cap wasn't used at all. I'm sure that was the situation in your case.