I like your clarification with car audio aswell, airraptor.
Thinking of a capcacitor as energy storage in a high power system is simply wrong, because the quantity of energy stored will always be very small, even with a humungous capacitor.
People who need storage for electrical energy shall simply get a battery.
Capacitors i for filters, AC couplings and so on.
And for all intents and purposes, the monstrous capacitors on car audio systems is just low-pass filters aswell, to counter the inductance from the wiring which ususally goes front to back of to vehicle.
The alternator has no problem delivering rapidly shifting power surges, but the wiring does when inductance is (relatively) high.

To just drive home the point for those still in doubt, here is a quote from my own wikipedia link in my post above:
"Conventional capacitors provide less than 360 joules per kilogram of energy density, while capacitors using developing technologies could provide more than 2.52 kilojoules per kilogram.[25] However, a conventional alkaline battery has a density of 590 kJ/kg."

A capacitor isn't a energy storage device. It just isn't.