Quote Originally Posted by Bei Fei View Post
The cap is also there to help with heavy load surges. It will provide the "instant" power when needed helping to maintain the 12V integrity. The closer to the power draw the better!
Actually, I think you will find that these are filter caps. They are needed on almost all power supplies but are especially important on switch mode PSU's such as those used for PC's. They help filter the noise out of the power rails. High levels of noise are VERY bad for sensitive PC components. Most power supplies would have these internally but it seems that in this case they are located on the cables.

What you are referring to is commonly known as a "reservoir" capacitor and would need to be much larger than 2200u to be effective. These can commonly be seen in high current circuits such as high end car audio.