what to all get for best sound?

I got me two L5 12" with a 800.2 amp with a JVC Kamelon cd player.
what kinda of wire gauge should i get then should i get a cap?

I'd get either 2 or 4 guage. Cap's are worthless. When you give those subs very much power they sound like utter crap. That and my friend just blew 1 that she had for like a month.

what about zero gauge

The larger the better... Zero is larger than 2 or 4

OMG, the highest guage you'll need is 4 or 8 guage. Dont waste your money on zero guage, it is useless. You only have an 800 watt amp, which will run alright on 8, but 4 would be all you need and what you should get. Anything more would be retarded.