You should be using xmodmap OR xsetkbmap OR the configuration file, not all three (though they shouldn't interfere with each other if configured properly - they'd just all be doing the same thing).
If you wish to set Caps_Lock to be Control_L, you need to redefine keycode 66, not 37 (37 is Control_L by default). You may also need to add "clear lock" or "clear Lock" before that line. Sometimes it will or will not work if you don't do this and will toggle Caps_Lock and press Control_L. Weird. Alternatively, you can use xsetkbmap like you described.
