A cap may help a poorly designed amp. If the amp is well designed it won't be bothered by a millisecond drop in voltage.
One of the basic formulas for a capacitor is:
which is the current equals the capacitance (farads) times the change in voltage divided by the change in time. If you wanted the capacitor to provide 100 amps for one second and have the voltage only drop one volt then 100amps=c*(1 volt/1 second), or C would need to be 100 farads.
A 10 farad capacitor would keep the voltage from sagging from those big bass hits, but it won't hold it up while the guitarist goes crazy.
From what Scott describes he needs more alternator output. A capacitor won't do anything for him. Adding another battery will provide him with a little more run time, assuming that he started with the battery fully charged, but if the alternator is not providing more than the boat is using the batteries will go dead, no matter how many you have.