I'm not sure what you mean by "setting the wall height to the rest", so I'll just say how I cap walls:
In the Wall dialogue box is a 'Set the Wall Shape' button, so use that to add three new shapes. There is already one at the beginning of the wall. Use Ctrl-click to add another shape near the first, but don't try to put it too close - at close range the first will be ignored. Add a third shape near the other end of the wall, and add a fourth shape even nearer to the end. Each shape should have the "Set the shape..." box selected.
Hold M and drag the fourth shape to the end of the wall, then drag the top two points towards the ground. Go back to the first shape and also drag the top two points towards the ground. This should give you a wall with a slope at either end. Use the M key to drag the second and third shapes until the slopes are almost vertical. If they get too close, shapes one/four will be ignored, but it only happens at very close range.
The textures on the slopes will have become quite distorted. That can be fixed by clicking Material and then the "Set the Material" checkbox for shapes 2 and 3.
