Wire nuts (the proper word for caps) are just one way to make a splice (join two connectors).
Nuts are widely accepted by people in the trade as the official way to do it, and if you use good wire nuts and use them properly, you have nothing to worry about.
When I use a wire nut, I tighten it until i think all the conductors are well attached. Then I pull each individually with significant force to see it it will break free from the rest. If they are all snug, I continue to tighten the nut causing the conductors to twist around eachother which acts as a mechanical fastener/strain releif in addition to just the nut, which really, is fine on its own.
If you want to take it a step further, you can ziptie them together once the nut is on and tested, and then use electrical tape after that to seal the bottom of the nut. (Overkill, by far.)
They also make water proof wire nuts that have some sort of goo in them.
And there's other ways to make splices. Even approved by the NEC assuming that applies to you or you want to follow the NEC. Home depot has terminal blocks that you push wires into individually one at a time. Split-bolts and solid terminal blocks are common for large gagues.
Here's just a few options from just one vendor. http://www.idealind.com/products/wire_termination/
Mechanically fastening wires together before they enter the splice would help keep them together under extraordinarily violent vibration. But generally speaking, anything severe enough to knock regular old wire nuts loose inside a normal junction box is going to rip any house off its foundation and reduce it to splinters. Extreme overkill.
Twist them on and have some faith. Or get someone more experienced to double check you the first few times.