Why?
Because Escape is used every day, every hour or maybe even more. And you'll rarely use Caps Lock. Unless you're a very angry person or a SQL developer. Your pinkie will thank you for putting the keys you use most closer together.
How?
Download and install AutoHotkey for Windows. Put SwapCapsLockEsc.ahk in %APPDATA%/Roaming/Microsoft/Windows/Start Menu/Programs/Startup to start the script automatically at boot.
More of this?
Like typing with less finger movement? Check out the Dvorak keyboard layout.