I've never used Capture NX for PP. Even when I got a free version with my D300, I stuck to using Lightroom and Photoshop.
The recent release of Capture NX2 didn't tempt me either, but reading a few of the recent posts here that have said that Capture NX gives the best Raw conversion made me try it for that reason.
Here is a photo from my niece's wedding converted in Lightroom and then saved as a JPEG.

Now, here is the same original, converted in Capture NX2 and saved as a JPEG. No different treatment save for a slightly tighter crop that was unintentional and shouldn't matter for the purpose of this exercise.

Now I am thinking that Capture NX does do a better job with the Raw conversion. Better skin tones are obvious here (you can click for larger images if you like), and other comparisons seem to indicate a better tonal range and more accurate colours.
Now what do I do?