Don't want to waste prime keyboard real estate on a key you never use?
First, find out the keycode of your Caps Lock key: run
xev, repeatedly press Caps Lock, note the keycode you see in the logs.
Next, create or append to the .Xmodmap file in your home directory:
remove Lock = Caps_Lock keycode 66 = Tab
Where you replace
66 with whichever keycode you saw in the output of
Finally, load the map:
You can of course replace it with any other key as well, not just tab.