I've thinking about this since the original post. The reason that shields cost fuel is so you can't simply have them up at all times. It creates more of a "battle stations" type situation where you decide to raise shields and adds a definite limit to the time you can sit there with shields active. Also, because of the recharge time a ship with shields down can't simply sit near a jump point and raise shields when an intruder appears because it requires several minutes to get shields active. It needs to pay the penalty of fuel use to keep its shields up
The more I think about the capacitor idea, the more it realise that it would change things back to the previous situation where a ship could sit near a jump point without shields or their associated cost and them simply raise them to full when required. For that ability, the ship would have to pay a fairly significant penalty.
Steve