Desoldering SMD caps can be an arse. Smaller 0603/0805's are relatively easy - they are so small you can usually heat one side with a little extra solder, and flux on the board and the flux carries the heat to the other side, slide the SMD cap sideways to try to avoid lifting pads. Tantalum SMD's, the larger ones are a headache. My advice is to buy a 'cheap' hot-air station off ebay. They don't control airflow well, but are temperature controlled and make rework a breeze. I have removed SMD caps from laptop boards by preheating the powerplane it is on which gives more time to heat one side of it, and quickly switch to the next, but its a nasty way of doing it.
One more thing, at a push, using solder-braid to transfer heat to both sides at the same time can work.
This of course is if you want to minimise damage to the board *and* the part. As others have said, it is often better to sacrifice one - with the board if you want to salvage a component, or the component if it is to be replaced.