Map CapsLock key to ESC in Mac OS X

At work on my windows machine I've used Autohotkey to remap the CapsLock key to ESC. I've gotten used to it and on my personal machines (mac) I keep hitting CapsLock out of habit when I want ESC.

How do I do the mapping on the Mac? The keyboard & mouse prefpane has some basic options for the capslock key, but that only lets me reassign it to ctrl, command, or option.

My friend pointed me to something that worked. He said to install both PCKeyboardHack and KeyRemap4MacBook. PCKeyboardHack allows for remapping capslock, while the other one seems to allow for a lot more remapping. I'm not sure if both are actually required (you might be able to use just PCKeyboardHack), but I installed both just to play with them. Seems to be working well for me.

Since macOS 10.12.1 it is possible to remap Caps Lock to Esc natively (System Preferences -> Keyboard -> Modifier Keys).