CPUs have their own converters between the 12v psu and the processor, but then, so will a car amplifier. Keep the wiring beefy, short, close together to minimize inductance. As long as you're not expecting transients higher than the power supply output, it should be ok.
You really need a lot of capacitance to provide any sort of surge capability. 5x 310F supercaps in series (62F total, $60ish worth if you get new Maxwell ones from mouser) would provide an extra 360W of surge capability for 1 second if of the voltage dips from 12.0 to 11.5V. A 1F cap can provide 6W for 1 second with the same half volt dip.
So unless the car amp is lacking in input and output filtering on the internal power supply, a real possibility on cheap ones, and your long power cables have a lot of inductance (long runs in a car) a 1F electrolytic (even if it wasn't a cement filled fake) won't help with transient response/short bass hits for a subwoofer amp.
Edit: not suggesting actually using the super caps, just making an example. If you did, you'd need balancing resistors, and a startup/charging circuit to keep it from overloading the power supply when you turn it on.