Recent advancements in generative artificial intelligence have significantly transformed the field of style-captioned text-to-speech synthesis (CapTTS). However, adapting CapTTS to real-world applications remains challenging due to the lack of standardized, comprehensive datasets and limited research on downstream tasks built upon CapTTS. To address these gaps, we introduce CapSpeech, a new benchmark designed for a series of CapTTS-related tasks, including style-captioned text-to-speech synthesis with sound events (CapTTS-SE), accent-captioned TTS (AccCapTTS), emotion-captioned TTS (EmoCapTTS), and text-to-speech synthesis for chat agent (AgentTTS). CapSpeech comprises over 10 million machine-annotated audio-caption pairs and nearly 0.36 million human-annotated audio-caption pairs. In addition, we introduce two new datasets collected and recorded by a professional voice actor and experienced audio engineers, specifically for the AgentTTS and CapTTS-SE tasks. Alongside the datasets, we conduct comprehensive experiments using both autoregressive and non-autoregressive models on CapSpeech. Our results demonstrate high-fidelity and highly intelligible speech synthesis across a diverse range of speaking styles. To the best of our knowledge, CapSpeech is the largest available dataset offering comprehensive annotations for CapTTS-related tasks. The experiments and findings further provide valuable insights into the challenges of developing CapTTS systems.