Cognition ROM
You could try to run a different ROM if you're gutsy enough to root. I'd recommend it myself, as you'll get a totally new appreciation for how great android really is and you'll realize how much AT&T and Samsung absolutely crippled this otherwise excellent phone.
In my personal opinion, the Warranty is overrated, even for a brand-new phone. AT&T loves to find loopholes in it even if you DON'T root your phone, so you might as well do it. There are very simple ways to un-root if you want to take it back to AT&T looking like nothing is wrong.
I considered keeping my phone stock, too. It got around 600-700 in Quadrant Standard using the stock interface. When I updated to the unofficial Froyo build, it got to 900-950. It still lagged all the time, though. The lag drove me CRAZY!
Now that I've rooted it and replaced the stock TouchWiz with this Cognition ROM my friends and I found, it's an absolute monster at 1490-1600 (even beats out the Nexus One running 2.2+, according to Quadrant Standard).
The Cognition ROM is great because it was designed for the Galaxy S phones and no other phone (Cryanogen or whatever, has multiple versions for every phone except the Galaxy S. Argh).
I can't say enough about it. It removed all of the crapware that AT&T and Samsung forced on the phone. It smoothed out the lag that had me thinking iPhone was a good alternative. It has an excellent setup and although it took some work trying to get it on there, the results have been incredible.
Here's a link to the Cognition instructions/download:
How to: Flash Cognition on your Captivate ? ponack.net
If you're starting out stock, make sure you download the drivers so the Captivate can be recognized by your Windows 7 computer. Also, you'll want to follow the instructions carefully, but don't be fearful about making a mistake. I've made plenty and have YET to brick my phone.
I honestly didn't believe there was a great phone hidden in my Captivate, but there is and it rocks! Rooting it is the only way to find it! Man up and do it!