Aha! ok, two things were wrong. A) the battery (memory) wire had slipped out of the female Empeg ISO connector. (I had to reverse it's direction relative to all of the other leads in the connector to get it to stay in there). And B) the Empeg inline Memory fuse had been broken.

I don't know when each of these things happened, but it may have been when I first installed the Empeg because I had always had these power problems.

Now my Empeg works just like everyone else's, Hurrah! And I don't need the diode or capacitors.

Tony, I had initially made the ASSumption that the Empeg would not even turn on if the battery (Memory) lead was not connected to power. This is apparently not true and causes the behavior I listed above. Do you think this might be valuable to add to the FAQ under the Power Down Thump thread?

Empeg guys, RatShack didn't have a 3A fuse of that size, so I used a 5A instead. Is my dash going to catch on fire any time soon?

Thanks for the help,
-Ryan.