You can safely use a CAP with any speed controll.
Think about a car steereo. It is not manditory to use a 1/2 to 1 farad capacitor for your amplifier, but it does help increase performance. Amplifiers are basically big speed controlls, the difference being an amplifier "AMPLIFIES" an incomming signal, whereas a speed control "AMPLIFIES" a pre-set frequency. Most high end speed controls let you adjust this frequency.
but they are both doing the same thing: turning DC into basically AC.
When you are say, comming out of a corner and need acceleration, you punch the throttle. This tells the speed controll to increase the Amplitude of the AC current, thus drawing more current and lowering the voltage of the battery (Same thing with a big bass hit) The capacitor stores the electricity to help produce more current for the split second of need. It does NOT increase voltage, but increases the available amperage to the speed controll. So just think that the more throttle you give, is like turning up the volume.