When have you last used your caps lock key? On purpose? Right...
In Gnome
Make it an additional ESC key by going to System -> Preference -> Keyboard -> Layouts -> Options -> CapsLock key behavior and select "Make CapsLock an additional ESC".
On recent Ubuntus this option was removed so you have to resort to using dconf Show archive.org snapshot .
dconf write /org/gnome/desktop/input-sources/xkb-options "['caps:escape']"
Or, open Tweak advanced GNOME 3 settings and follow Keyboard & Mouse -> Additional Layout Options to chose the same option as described above.
In any X11 window manager
Simply run setxkbmap -option caps:escape. If you want it to happen every time, put it into some place where it get's executed automatically, like .xinitrc or .xsessionrc.
If you want to swap Escape and Caps Lock, you can use setxkbmap -option caps:swapescape.
