First, thanks for having me. While I'm not a new Android user, I am new to these forums.
My wife and I both have Captivates. I tried 2 fixes, one on mine and one on hers. On hers, I tried the above fix and had a lock in less than 5 seconds (north metro Atlanta).
For mine, I went into the GPS menu (dial *#*#1472365#*#*). Once in the GPS menu I set everything back to default (I had tried playing with some other settings, so had to revert everything back to default). Then went into "SUPL/CP Settings" and changed the Server FQDN Type to Auto Config from Custom. Next went into Application settings and turned SkyHook on. After a quick reboot, everything was working perfectly.
I saw this fix on another forum just can't remember where, but it worked for me. Maybe others will find it useful.