Caps lock takes up way too much space on a keyboard for how little (never) one presses it. Esc is a very useful key that gets pressed a lot (especially for vi users) but is rather far away and takes more effort to press in the corner of the keyboard. Here is how to switch the functionality of the two keys (solution adapted from the xmodmap manpage) in Linux.
Create a file called .Xmodmap in your home directory. Put the following text in the file:
! Swap Caps_Lock and Escape
remove Lock = Caps_Lock
remove Control = Escape
keysym Escape = Caps_Lock
keysym Caps_Lock = Escape
add Lock = Caps_Lock
add Control = Escape
Next time you log in, these settings should stick. If you want to switch the keys manually instead of on startup, run xmodmap .Xmodmap to do so. Loading the file again after you have loaded it once will switch the keys back to their original functionalities.
Btw, an informative discussion of all of this X customization stuff is found in chapter 6 of Unix Power Tools.