Back in the old days, when someone else owned our p-cars when they were new, there were (and still are) two power sources to the tape deck. A red wire that powered the unit via the ignition switch and an itsy-bitsy teeny-weeny yellow wire (always "hot") whose only job it was was to keep the clock and station memory presets from being forgotten.
Modern CD/Receivers are sort of opposite. The red wire only turns the unit on and off, but the yellow wire now maintains the memories AND powers the internal amps.
With the addition of a high powered CD/Receiver to the stock p-car wiring, you are now powering all the internal amps of the CD/Receiver with that itsy-bitsy teeny-weenie yellow wire in the factory harness. (makes you say "hmm")
I thought I needed a capacitor to cure muddy bass notes until I realized this. As for sizing the capacitors (one per amp), use the rule of thumb "one farad per one thousand Watts RMS total power" NOT PEAK POWER. A bigger capacitor than calculated is an absolute waste of money because the amp itself is limited to how much power it can draw. Bigger is not better in this case and the extra weight only hurts your lap times. Mount the capacitor in parallel with the amps' power wiring (heavy yellow and black) as close to to the amp as possible. Also, don't pay exhorbitant prices for those flashy super-duper shiny capacitors offered. Buy one direct from the manufacturer if possible. I found United Chemi-Con makes a series of capacitors that will work perfectly without paying for all the hype. Using an industrial grade capacitor looks cool, in my opinion. The high-tech look gives people the impression that you really know what you're doing. I already did the research for you: U36D series rated 16 Volts DC/20 Volts Surge. Their web site is
www.chemi-con.com. And finally, you MUST charge the capacitor through a resistor when powering it up for the first time. Once charged, the resistor can be carefully removed. Be wary too of the fact that, even though this is a 12VDC system, the capacitor will store many joules of energy. Enough to easily stop you heart!!