A number of you are new to the hobby and are looking for reasonable answers to the most basic of questions. One of these is, why use capacitors and which ones should I use?! There are many resources for this, but this is a VERY elementary explanation and hopefully, a helpful one.
This helps even out the flow and keeps components from burning out. While it's normal for having some fuzz and lines on occasion in your view, if it's constantly excessive, adding a capacitor in the line could probably eliminate most of it. Depending on where you located the capacitors can make a difference. Sometimes, putting it right where the battery terminals meet the PDB or FC is okay, some others will run lower rated caps on the ESC's from the FC or PDB. Depending on the amount of noise you're getting you may be better served by mounting the capacitor on your ESC, but that's for the individual pilot to determine.
Your local electronics store should carry capacitors, or you can order them online. Depending on the power requirement of your quad, you'll need to adjust your capacitor needs up or down. For my own builds, flying on 4S packs, I run a single 25V 1000uF (Microferets) capacitor which gives me more than enough protection. I solder them directly to my + and - on the battery pads along with the battery leads. These components are designed to do just that. Just be sure to know which leg of the capacitor is + or - and you'll be just fine. (On the side there is usually a stripe with a + or - symbol to let you know which is which.) If you should get them reversed, you'll "pop" your capacitor and you'll need to replace it. So, when arming your quad after installing one, please face the capacitor AWAY FROM YOURSELF. Trust me, it's not a fun surprise to have one pop near you.
All in all, it's well worth the effort to put them into your quad. For the price, it's probably one of the cheapest ways to improve your performance and enhance your video. So, I say, why not?