The purpose of capture sharpening is to counter the effect of the cameras anti-aliasing filter. Ideally it should be amongst the first steps in post processing. It is a global adjustment and usually not applied very aggressively.
Since I process in Capture NX I tend to use the Picture Control Sharpening for my Capture Sharpening. More often than not the in-camera sharpening is adequate for this portion of my workflow. The exception is if I have shot at high ISO or I have underexposed images were noise may be an issue. If noise is an issue I will turn off the in-camera sharpening and use Unsharp Mask as it offers more control and helps keep the noise at bay.
There are many forms of sharpening and several processes to accomplish each one. Reading about all of the different approaches available can make sharpening seem much more complex than it needs to be.
Capture Sharpening and Output Sharpening are needed with all digital images. Capture Sharpening is the least aggressive and should be applied near the start of the workflow. Output sharpening needs to be the last step after an image has been processed and sized for final output.
Creative or localized sharpening (or softening) can be applied at just about any point in the workflow.
Frankly, I feel that many people get a little crazy about sharpening. It is a necessary and important part of the process but most of the complex sharpening routines that are prescribed on line are shaped around controlling noise. If you are shooting at low ISOs some of the more complex sharpening routines can be overkill.