Some tips from a dude that hasn't done a caption in months;
Google Fonts is my personal one-stop shop for fonts. I'm sure there's better places to get fonts, but GF is free and it doesn't require you to do extra things to download a font.
On the topic of fonts, the right one can add that extra something to a caption. I can't help you select the right font for whatever caption you're creating, but most lustful/loving captions aren't going to look great written in an emotionless Arial and rough captions are going to look weird in Times New Roman.
If you're writing fetish captions (a fetish that isn't yiff, because obviously), just stick to one at a time. Writing for two fetishes is really difficult, especially if they're somewhat opposed to each other. (Seriously, don't do sub-dom captions unless you're a stellar writer. I've tried to create several captions like that and have never once succeeded.)