From the original post I assume you want advice on the early game, so you mean militia heavies. Capital ships are appropriate to deal with them, though I wouldn't send a single unsupported capital ship into a system with more than one militia heavy cruiser. I wouldn't use fleets that early in a game, it isn't necessary.
There are two methods of capturing planets at the start of the game. If you have a colony capital you can take out the siege frigates and leave one or more turrets to deal with the rest. The advantages are the minimal fleet that is used, allowing any other ships to perform another task, and the speed of capture. The disadvantage is that it isn't always practical and sometimes you can make a mess of it, also your capital doesn't gain as much experience. Turrets cost some resources.
If you want to use some light frigates as support, jump your capital ship in first to make it the default target. When you follow up with the light frigates you should concentrate on any militia long range frigates, which will switch to attacking the light frigates. Heavies might also switch, you should be careful about attacking grav wells with heavies early in the game unless you can field bombers. Having your only capital ship badly damaged early in the game is not a good plan.
I'm not sure what you mean about stealing antimatter, as militia ships don't have any, and the technology is expensive to research at such an early stage. Shield regeneration is not as effective as simply retreating the light frigate that has been targeted as soon as it takes damage. It should be able to escape and meanwhile the other light frigates are free to fire with no risk of loss.