capacitors are wired in series with the start winding, but interrupted by the contactor. a lower value capacitor wired from the line side will keep the start winding warm during the off cycle as mr. freon mentioned. this type of crankcase heat is known as trickle circuit heat. freon tends to migrate to the coolest part of the system during the off cycle and condense to a liquid. when the outside temperature is lower than the inside temperature, the compressor could be the coolest spot in the system. if liquid refrigerant is in the compressor crankcase, it can displace the oil causing the oil to float on top. on startup, the freon will literally explode out from under the oil. this condition is known as 'slugging' and can result in damage to the compressor. although there is a small amount of extra energy consumption, it can potentially save wear and tear and premature failure of your compressor.
the most common way now is a crankcase heater. in warmer climates, it is sometimes energized during the off cycle via a normally closed set of contacts. during the cooling cycle, it is held out. this approach is used mostly in commercial equipment.