That's up to you. All captains have access to the same equipment. In fact, if you wanted, you could use the Navy list I gave for undead, just using the corresponding profiles. i.e.

Undead Captain + brace of dueling pistols + cutlass + spyglass + powder monkey + lucky charm
Wraith + blunderbuss + cutlass
3 x Undead Pirates with musket + bayonet + cutlass
2 x Undead Pirates with musket + cutlass

The only thing is you'd need to buy/make muskets to convert them or find an alternate manufacturer that sold undead pirates with muskets. The lists I gave were designed to reflect what the basic minis had.

Played a game today - was really fun. Although I'm still in shock over rolling 29 with a D6

It started off slow, but as we got our heads arround the rules things sped up a bit. The scenario we rolled was fairly convenient as the special rules meant we had to fight unarmed (i.e. we didn't have to bother remembering the rules for all the various weapons, although we did occassionally forget the penalty for being unarmed). Despite being unarmed, my guys did very well, managing to 'take out' four of my opponants men, and suffered no losses in return. Although that said, I did ultimately lose the game because I felt sorry for my opponant (my rolls were uncharacteristically good for once [see the 29 on a D6 above ], rather than the naffness they usually are), and broke from combat with one of my men, drew a grenade and lobbed it into the middle of his gang (and the middle of mine too come to it ).

Sounds fun
How long did it take you?

Can't recall now - was too long ago >.< Probably about two hours I think.