Sorry for bumping an old thread, this thread probably has all the information I needed when it comes to using a capacitor.
I have a few questions though, does the no-capacitor-is-needed rule in this thread applicable to other types of non-SOX lighting? like running a single or two 150w mercury, HPS, or metal halide lamps I don't actually need to use a capacitor?

It does, but there is one caveat: The semiparallel ignitors (like SN57; for HPS/MH) have the input in the high current path for the high frequency high current primary of the ignitor. These do need this capacitor and it needs to be wired with very short loop (capacitor-ballast-ignitor-capacitor), otherwise the ignitor looses its ability to deliver sufficient ignition pulses. But the capacitor does not have to be exactly the one specified, anything above about 1uF will do the job of high frequency bypass for the ignitor to work correctly (to solve the problem with specified capacitor being too big to fit,...)
Of course, all above valid for European series choke style circuits.
In the US, the ignitors have the primary circuit loop just between the ballast and ignitor, so do not need that high frequency bypass on the input.
So if the capacitor is really directly across the mains input, you don't need it.
But if it is elsewhere, (even on an input voltage tap that is not used) the specified value capacitor is needed.