Going to go out on a limb here and expose my inner noob for a moment, but don't you get your first capital ship for free? Most maps don't have a lot of directions to expand from the start (usually one, maybe two), so I usually start with 3 scout frigates and set them on auto-explore (or whatever it's called), then build a cap. ship factory and a capitol ship (changes depending on what race I'm playing as), as well as a single colony frigate. Then, I send in my capital, let it wipe out whatever enemies are there, send in the colony frigate and move my capital to the next planet. Usually works out well against ai (I haven't played online yet), because then by the time the initial attacks come around I've already got a level 3 capital ship (or it's really close to hitting level 3).
Late game I just add a colony capital to my fleet, since they are fairly useful for the overall fleet, plus it saves me from having to drag colony frigates behind me.