Depends on how you built your character at the beginning through S.P.E.C.I.A.L. and how you want to build him/her going forward. The first implant I bought was for endurance as I left that at 5 at the start of the character (for HP boost primarily). Since then, I've bought an agility implant to negate the penalty of wearing power armor and a luck implant for all of the benefits that could give. 4000 caps may sound steep, but as you advance caps will become more available....unless you're not selling looted weapons, items, etc.
I'm pretty high up there, the reason I dont have lots of caps is mainly being forced to pay like 1,000-4,000 caps to repair some of my guns, but when i get jury rigging that will help alot. ammo costs a bit too.
I'm thinkin maybe....luck? I can buy the sixy sleepwear, I'll check for any other luck boosters, and I could definitely use an edge for the casinos.