First, FS and Bullet are coin-through-bottle effects, while Captured is a cap-through-bottle effect. Although similar in effect, the methods of a coin or cap in bottle differ in a number of ways.
So with that basis alone, and the object used to penetrate the bottle, you'd better compare Captured with its more appropriate counterparts (ie: Prohibition) and FS/Bullet with theirs.
Since you only asked specifically about Captured, here's what I can say.
The bottle and cap are normal, can be borrowed, but you'd need a little something else. These, however, can be acquired very easily.
As for the impromptu factor, there's a little set-up which can be done in a short while, though not in front of the audience.
After the dirty work, and after the penetration of course, you can hand them the bottle as a souvenir. They can inspect the bottle all they want, but you'd be busy with something else at that time. Don't worry about the clean-up though, as even the "slightly dirty" label is too much to describe how you're really going to end up with. With a bit of improvising, you can actually end totally clean.