I've had both the cap method and the foil method, and I definitely liked the foil better. First of all, pulling your hair through the holes with that hook DOES hurt, just like Nay said!! It's enough to bring tears to your eyes, unless you have a very gentle person doing it. Second of all, when you go to get a "retouch" of your cap method highlights, they put the cap on and pull different hair through, mostly, although, if some previously highlighted strands get pulled through, they will get highlighted OVER what was already done, because they don't just put the bleach on the new growth, they put it on the length of your hair!! (twice as damaging!!)
My foil highlights were beautiful!! She used two different colors, and I got soooo many compliments on them, but when I went to get them touched up, the stylist wasn't there anymore and no one else in the salon knew how to do the foil method, so they did the cap method, and shortly thereafter, my hair broke off A LOT, especially around the edges in the front.
I think highlights are generally too damaging for people who relax. Unless you only get a few put in, I wouldn't do it. When I got them I got a full head of them and I would never ever do it again