You need one for the rx- the capacitor mod for the esc is more to do with smoothing out current draw & reducing ripple current vs providing extra power. Towerpro servos arent all that great though, luck of the draw if you get a good one or not.
http://www.amainhobbies.com/product_...tage-Protector
http://cgi.ebay.com/Novak-Glitch-Bus...item1c14460210
Just plugs into a spare slot ( aux/batt usually ). It isnt guaranteed to work though, but its usually a good start.