Interesting thread. I feel like muzzleloading is all about finding the ritual that works for you and your gun.
I leave my gun loaded w/ powder and conical all season unless I go through a real wet spell and get worried enough about it. If it doesn't get used on game, I always shoot it at a target at the end of the season to see how it would've worked, and it has always gone bang. I'm still using a #11 cap and 777 because the supply I bought a decade ago has held out and the gun still works fine.
At the beginning of the season I clean the gun, take a fouling shot, then load powder and conical. I tape the barrel and keep the breech covered if it rains, avoiding temperature swings best I can as others describe. The fouling shot gives me a more consistent point of impact than a clean barrel and helps lock the conical in place (powerbelts can move in my barrel when it is clean). I am in CO, where it is overall pretty dry.
I believe that most misfires I have had over the years while target shooting have been caused by debris in the flash hole. It seems like that is consistent with the detailed response from sabotloader.