I just did a tune up and noticed the cap wiggles front to back, as did the old one. I would think this will cause a problem if moisture gets up in it. I just used a factory replacement cap, should I try a performance cap or can I rig it up so it seals tight?

 

Normal, unless one of the retainer clips is broken off.
But stick with Motorcraft parts you'll be fine. Don't worry about moisture, I haven't seen that problem in a looooong time, unless a coolant hose blew out or someone washed a hot engine.