With a transformer you only touch low voltage on the secondary side. That is a good thing, because you want to avoid touching mains AC which is high voltage.
If you go transformerless, you need to be cautious at all times, since it is possible for high voltage to reach all the wires.
Even with a capacitor intervening between you and mains, it can carry a fatal amount of current. Just 1 mA, and your life is in danger if you are grounded, or if your other hand touches the opposite mains wire.
Furthermore there is the possibility that the capacitor will overheat (and perhaps explode), if you are not careful in your design and construction.
Furthermore the capacitor needs to be non-polarized. It will not be easy to find one at the value needed, in order to transmit the amount of power you are asking.
Furthermore the capacitor needs to be rated for your mains ACV, plus a large safety margin. If your mains AC is 240V, then it peaks at 340V. Your capacitor should be rated 400V or so.
So, do not expect a single 15 uF electrolytic capacitor, with a 20V rating, to do the job.
The capacitive drop technique is better suited for current draw at the level of led's, say 20 mA.