Several good points may be realized through asteroid capture.
1: Man controlled robotics can be deployed to analyze the asteroid in real time.
2: Whichever nation does it first is going to experience a huge boost to moral.
3: Material sent from earth costs over $5,000 per lb (citation) to get to orbit whereas asteroids are already in orbit.
4: The right asteroid could provide a generations worth of scientific data which could establish how life begins in a new solar system.
5: The right asteroid could provide resources and materials which we could harvest to build in space.
Several Bad Points.
1: Catastrophic program failure may lead to the large scale destruction and significant loss of life
2: Budget cuts may destroy the program in its infancy before it has a chance to prove itself
3: Once countries realize how easy it is, foreign interests will look at these projects as a way to destroy enemies from afar while keeping their hands very clean.
4: Asteroids brought in by private companies may be commandeered by foreign governments if they have no way of protecting them.
There is no way but up, up into the sky, into the darkness of our imagination.