The thing about the Android OS is that it is designed to work with a plethora of applications. So while you can install OneClickLagFix, you also need to install additional applications to work in conjunction (Titanium Backup, Superuser Permission, etc).
Don't get me wrong: rooting the Captivate is neat (both in terms of result and as a process). But don't get it wrong: it's not as simple as one app.
The Captivate is really a good phone, but ATT/Samsung delays in Froyo (and likely Gingerbread) updates is sooo ridiculous I almost want to dissuade you from buying it. I recommend you wait another 5 days (11/16/10). If Froyo isn't out yet, then purchase another Android phone.
The phone is built to perform though, that's for damn sure. Awesome screen resolution, tons of processes at once, great speaker for songs (5.1 output to surround sound system), 16gb internal storage, expandable to 32 (with 16gb SD/SDHC). Best of luck.