Almost all modern computer keyboards place the Caps Lock key immediately to the left of A, with the Shift key below it (next to Z) and the Control key below that, in the lower left corner.
It wasn't always this way.
For example, many of Sun's keyboards (images here) put the Control key immediately to the left of A, and the Caps Lock key in the lower left corner.
If you happen to like the "modern" layout, that's great; I'm not going to try to change your mind, and you can feel free to stop reading now.
But personally, I find it much easier to type when the Control key is immediately to the left of the A key, and the Caps Lock (which I hardly ever use) is either safely out of easy reach or disabled altogether. I use control sequences extensively. I'm a heavy user of vim, I occasionally use Emacs, and I use Emacs-style key bindings in the bash shell. Reaching my left pinky finger down below the shift key every few seconds is quite awkward, but if the control key is on the home row I don't even have to think about it. Yes, I've tried using keyboards with Control below Shift; no, I've never been able to get used to it.
Fortunately, there are ways to remap your keyboard in software so that the key labeled "Caps Lock" acts as a Control key. Unfortunately, those ways vary considerably from one operating system to another.