Liquid Bentonite does a better job than the powder because it is in a suspension (the powder will seperate from water if it's left to settle). Plus, when you take the shakes you're cleansing the entire digestive tract...not just from the point that the caps would open.
With that said, I know how tiring and sometimes inconvenient it can be to get the shakes down...especially if you are doing several doses a day or for an extended period of time. I'd recommend that you save the caps for those occasions when it's more practical or you just can't stand the thought of chugging the shake...but make sure that you drink plenty of water. Often when people use fiber in cap form that don't drink nearly enough water with it and end up with constipation.