If your guitar's intonation is spot-on, the frets are all straight, the neck isn't warped, and the guitar has been strung meticulously, using a good capo that doesn't clamp down on the strings too hard won't throw your guitar out of tune. (See below for more information on specific capos.) However, most guitars aren't perfect like this, and the reality is that a capo can throw your tuning off from a little to a lot.
The best way to combat this is to learn how to do all these things: String your guitar well so the strings stretch more evenly, and keep your intonation set properly.
If your guitar won't allow for this level of adjustment, you may be stuck retuning after putting a capo on and removing it, especially for guitars that aren't as well put-together. (Not everyone can afford a $900 Martin!)
What's a "good" capo? A claw or quick-change style capo (like a Kyser) will throw your strings off more than a capo that you adjust with a thumbscrew to get just the right amount of tension to avoid frets buzzing, but not enough to throw the tuning off. Shubb capos are wonderful for this, and the extra few seconds to get them adjusted is easily negating by saving time on tuning.