For the record I only provide this as a general guide, not to be considered a fix for these GPS problems. Neither I, nor the forums are to be held responsible for any damage you cause while following this guide.
First, make a new contact named GPS Settings or something similar to help enter the GPS setting menu more easily. Enter this number *#*#1472365#*#* as a mobile number. Next enter the phone dial pad and type *#* and you will see the contact you entered popup, tap that to enter the GPS settings menu, which is called LbsTestMode.
I'll now list my settings and the steps I use to acquire a GPS signal.
The LbsTestMode screen has 5 buttons, labeled (from top to bottom) Get Position Test, Application Settings, SUPL/CP Settings, Test Application and Delete GPS Data.
*About Delete GPS Data, I will use this if it's been over 8 hours since my Captivate last had a GPS fix. More on this later.
Application Settings (which I imagine only apply to the LbsTestMode app.)