Typically, when a sub is added to a system, it's going to be played loud. A stock deck with 10 watts RMS will reach clipping well before the volume up front is as high as the subs.
Since power increases logarithmicly as frequency goes down, it makes sense to stop the lower frequencies from getting to the amp, and free up that wasted distotion causing power for the mids and highs.
A cap on the speakers will increase the impedence of the speakers at lower frequencies, and prevent the bass from getting to the speakers. However, the decks amp will still be trying to produce the bass, will still clip, and the harmonic distortion will still get through the cap to the speaker.. the only way to prevent the amp from clipping is to cut off the bass between the pre-amp stage, and the amp, with an active x-over.

Try the caps...they are cheap, but an outboard amp with a high pass filter is probably the best solution if the budget allows.