As mentioned, most of them are easy. There are two types of Borgia captains - coward and courageous. For the latter you don't need any tactic - you can kill all of them on your way or try to sneak up. With cowards I recommend to sneak up somewhere close (a good thing is to be on a rooftop) and shoot the guy, because right after you are spotted by them they run away. Better use pistol than crossbow, they sometimes don't die from the first shot.
I only had problems with two of them.
First one was placed in the corner of antico, centro and campanilla districts, the one with the tunnels underneath. You can clear your way on the outside yourself, find the entrance, while going down call your assassin's for all enemies spotted - this will prevent you getting discovered. When you reach the room with the captain (on the lowest level), call the assassin's again for the two guards you see, afterwards climb on the wall in the middle of the room (avoid detection!). When you are ready (make sure your pistol is on) swiftly climb up and shoot the captain - he has to die from the first shot so be precise.
The second one is to the south of the first one, the one with borgia captain on horse. I took the entrance through the small canyon. Call the assassin's for all enemies. The captain will be doing small rounds on the right of the restricted area. Sneak up, hide behind the walls, get as close as possible. Do not use the hay which is closest to the captain - I got detected (I think it is unavoidable) and the captain run away.Observe his route - he sometimes dismounts and searches the hay - and when he is as close as possible, shoot the bastard :)