What do you call those two strands coming out of the electric capacitors?

The pieces of wire are called leads. I've never heard them referred to as "legs" except in casual conversation. For more information, Wikipedia has a pretty comprehensive article:

http://en.wikipedia.org/wiki/Lead_(electronics)

Engineers typically use “leads”, pronounced like “bleeds”.

Let me summarise the various answers here.

In engineering school and then later at a manufacturing plant, we called them leads.

Terminals are used when having to describe the leads in terms of electrical polarity +/-.

Legs are used by lay-people.

Collectively, they're often figuratively referred to as legs - on a standard transistor, the three types are are called the Emitter, the Base, and the Collector, but that's probably more information than you needed.