Caps probably won't help with a winch. They're good for the low duty cycle of electronics (high amp draw for very short durations - like bass hits, etc). A winch on the other hand will require high current for as long as it is running under load.
A high output alternator will do the same, but are generally more expensive and more difficult to come by. Newer ambulances and emergency vehicles have gone to multiple alternators for just this reason. Also, if one fails you have another for backup. Many limos use dual alternators also.
Another factor to consider is that alternators won't put out the maximum current until the motor is wound up to AT LEAST 2000 RPM. It's pretty hard to run a winch while you're trying to gas the truck.
I don't know if they still do or not, but I've seen a few of the older generation (9?-97 or so) Superduties with the Power Stroke that had a dual battery setup. These were service trucks.
Nick
