Since you're using the caption package already you can use its possibilites to define own caption formats to define one that outputs nothing by saying
\DeclareCaptionFormat{empty}{}
You can now use this format by setting it with \captionsetup:
\captionsetup{format=empty}
A complete example:
\documentclass{beamer}
\usepackage{caption}
\DeclareCaptionFormat{empty}{}
\captionsetup{format=empty}
\begin{document}
\begin{frame}
\begin{figure}
some figure
\caption{some caption}
\end{figure}
\end{frame}
\end{document}
As noted by Axel Sommerfeldt in the comments it is probably a good idea also to set the skip above and below the caption to zero. Otherwise you might wonder where the vertical space below the figure comes from... For this just extend the caption setup:
\captionsetup{format=empty,aboveskip=0pt,belowskip=0pt}
\DeclareCaptionFormat{empty}{}\captionsetup{format=empty}? – cgnieder Nov 28 '12 at 10:55captionpackage (which you said you're using) so you need to put it after\usepackage{caption}– cgnieder Nov 28 '12 at 11:07