I purchased musket caps but have read about the #11 mag caps. You recommend them?
I assume I need a #11 nipple, or is it the same as the musket nipple?
Can you recommend a certain brand of cap?
#11 Mag caps are my personal preference, but others prefer Musket caps.
You will need to change your nipple to a #11 nipple. Then get the correct nipple is important also. I would also suggest you get a brass capper to install the caps on the post. The caps need to be pressed on with the capper.
This is a picture of the types of capper I am suggesting..

The correct nipple will depend on the type of rifle that you use. I use American ML's so most often the thread pattern is 1/4 x 28. For myself I have found that the AMPCO Bronze nipple provides the best fit for the #11 cap. If you look at a #11 closely you will see that it has concoluted-closed sides the entire length of the cap. If you put the cap on correctly the convolutions will be stretched out near smooth. This action will grip the nipple post + plus provide a water seal of the cap around the nipple.
This is the nipple that I use... There is a problem with the correct installation though... Once you install and stretch the cap walls, the only way you will get it off is to peel it off with something like a knife blade. A lot of people do not like that part of it but for myself it is no big deal, I would rather to be sure the cap is going to go bang! When I pry them off - I do save them for range work but will not use them hunting again.

If you look closely at the Musket caps, you see they have a slit up the sides of them - almost all the way to the internal propellent. Good way for water to get in... Also most people squeeze the Musket Cap so that it will fit the post tight and not fall off. This also distorts the cap and could provide an additional path for water into the cap.
The picture below shows the caps...

I really prefer to hunt with RWS Dynamit Noble 1075+ caps. I think they are the hottest #11 cap made. Also I use a whloe lot of #11 CCI Mag Caps shooting at the range as the German 1075's are expensive... Remington is suppose to be making a new hot cap also. The key is to make sure you are shooting #11 Mag caps to match the heat of the Musket cap.