the capacitance is how much electrical energy it can store. think of their function as being an overflow for the voltage so the voltage applied is steady even when it starts with fluctuations. thats how i picture it in my head. its not quite that simple, but thats really not something you're going to be using to decide on a purchase.
i'd start with finding one you like, and comparing it to
this list. i would suggest staying in the top 2 tiers for a gaming rig, especially if you're going to be overclocking. they're higher end and will be using those fancy capacitors to control stuff like ripple.