I have a Nikon and I was wondering if I should get the software that goes along with it, Capture NX 2, or a recent version of Photoshop?
You're comparing apples and oranges here. They are rather different types of software. Capture NX 2 is more comparable to Lightroom than Photoshop.
Photoshop is a very powerful image editor that happens to have a plugin that provides for excellent RAW conversion. Capture NX2 is a very powerful RAW converter that allows for some global and somewhat localized adjustment and corrections but no true image editing.
If you are a purely Nikon user and don't need to do major image manipulation, you may find Capture NX2 to be a good choice. If you have multiple brands of cameras for which you need RAW conversion it may not be as the only RAW format it handles are Nikons NEF files. Also, if you need to do significant image manipulation you need a true image editor.
On the other hand, Photoshop CS4 is much more expensive. Many find that most of the time Capture NX2's abilities are enough and that they only occasionally need modest manipulatioon ablitity. In those cases having Capture NX2 and Photoshop Elements is often the answer. They two total less than half the price of PS/CS4.
Personally, my primary shooting is purely for art and not documentation (weddings, news, sports, ...). For me, its the final image that matters and not how it relates to the scene that existed in front of the camera. I do a lot of generally modest manipulation that is way beyond Lightroom's or Capture's ability. None of the images in one of my current projects (guiet porches) seems at all altered, but a comparision with the original will show tens, if not hundreds, of small alterations (chipped paint repaired, dead leaves removed, stray highlight subdued, ...). I couldn't accomplish my work without a powerful editor like Photoshop. I use CS4, though most of the time I could get by with Elements, and rely on its Camera RAW plugin for RAW conversion.