On OS X, you can use KeyRemap4Macbook (http://pqrs.org/macosx/keyremap4macbook/) to turn on the feature with a bit of hackery.

I have not figured out how to do it on Windows, but I imagine that it might be possible with AutoHotKey.

I'm slightly embarassed to admit that I remapped them after reading this: http://stevelosh.com/blog/2012/10/a-modern-space-cadet/#cont...

I read about it in one of Steve Yegge's Emacs posts. Now I use it everywhere!

I got this working on my system (running X) with the help of a daemon (https://github.com/alols/xcape).

    $ setxkbmap -option ctrl:nocaps
    $ xcape

Now I just have to flog my muscle memory into submission.