I sanitized my caps for the first 2-3 batches of beer I did, but I haven't sanitized a single other cap since then and I've never gotten an infection in the bottle. I basically just decided that it was unlikely that there was anything on the caps to infect my beer and even if there was something on there, it wouldn't be enough to overcome the high alcohol, hoppy environment with very few sources of food (yes, I know bacteria such as Pediococcus and Lactobacillus can eat complex sugars that brewer's yeast cannot, but that the yeast Brettanomyces can), but I've never even heard of someone getting an infected batch from bottle caps. Plus, I use oxygen absorbing caps now (but I didn't for my first 3-4 batches), so I prefer to just turn the bottles upside down for a few seconds to get the caps wet after I've finished capping them instead of risking damaging their abilities with sanitizer.
Anyway, just the way I do things. I know tons of places recommend sanitizing your caps.