Agree with what has been said about Alcanada, it is fantastic. It is at the more expensive end of the spectrum - green fees are well over 100 Euros so it is up to you on what you want to pay. I love it and my forum name on this board is a tribute to it!
There are a number of courses in the Arta area. You mentioned Capdepera, which is a nice course and the final 6 holes are fairly special. Of the others in the same area as Capdepera the course at Canyamel has the fastest greens on the island and Pula has hosted European tour events - both are good courses. There is also a 9 hole course at Son Servera but it is probably not worth the 1 hour (ish) trip to play there. I think all of those offer green fees less than Alcanada but obviously they are not as close to Puerto Pollensa!
Good luck with your golf in Mallorca, hope you enjoy it.