[Al Skierkiewicz]

Capacitors are not only not needed but also illegal. The Speed controllers have built in noise suprression to prevent any nasties from ending up back at the RC.
The effect of haniing a big cap across the motor just compounds the start current and run responses. Don't forget that a capacitor looks like a dead short when discharged. When a capacitor is charged to some voltage and the supply voltage is reversed, the charge must be removed before the new voltage will charge the cap. This precludes using electrolytic capacitors which can't have a polarty reversal without spectacular self destruction. Some motors (in the far distant past) have had small caps installed, internally, across the brush assembly to try and quench brush noise. Currently supplied motors do not have any of these internal components to my knowledge.