I am sure this will not answer entirely your question, in fact I hope this will complement the answers already given that seem to neglect: the concept behind the use of complex numbers (which, as already said, is just a fancy name for a type of mathematical "quantity", if you will).
The first main question here we should answer is why the complex numbers. And to answer this question we need to understand the need of the different sets of numbers, from the natural until the real numbers.
From the early ages the natural numbers allowed people to count, e.g, apples and oranges in a market. Then the integer numbers were introduced to address the "in debt" concept by means of negative numbers (this was a hard concept to understand at that time). Now, things get more interesting with the rational numbers and the need to represent "quantities" with fractions. The interesting about this numbers is that we need two integers, and not only one (as with the natural and integer numbers), for instance 3/8. This way of representing "quantities" is very useful, for instance to describe the number of slices (3) left in an 8 slices pie, when 5 were already eaten :) (you could not do this with an integer!).
Now, let us jump the irrational and the real numbers and go to the complex numbers. Electronics engineers faced the challenge of describing and operating a different type of "quantity", the sinusoidal voltage (and current) in a linear circuit (i.e, made of resistors, capacitors and inductors). Guess what, they found that complex numbers were the solution.
Engineers knew that sinusoids were represented by 3 components, that is, A (amplitude), \$\omega\$ (angular frequency), and phase (\$\phi\$):
$$y(t) = A \cdot sin(\omega t + \phi)$$
They also realized that in a linear circuit the angular frequency (\$\omega\$) would not change from node to node, that is, no matter which point in the circuit you were probing, you would only see differences in terms of amplitude and phase, not frequency. They then concluded that the interesting (varying) part of a sinusoidal voltage (or current) was its amplitude and phase. So, just as we do with the rational numbers we need two numbers to represent the varying sinusoidal voltage in a linear circuit node, in this case (A, phi).
In fact they realized that complex numbers algebra, that is, the way you operate and relate these numbers to each other fits like a glove with the way sinusoids are operated by linear circuits.
So when you say that the impedance of a capacitor is \$ \frac{1}{j \omega C} \$ i.e, (A=1/C, phi=-90º) in the above adopted notation, you are actually saying that the voltage is delayed 90º regarding the current phase. And please, forget that "transcendental" nomenclature about imaginary and complex... in fact we are talking about "quantities" with two orthogonal components (i.e, "that don't get mixed no matter how hard you shake them in a cocktail cup"), just like vectors, that represent two different physical aspects of the phenomena.
UPDATE
There are also some notes I highly recommend to read, "An Introduction to Complex Analysis for Engineers" by Michael D. Alder. This is a very friendly approach to the subject. In particular, I recommend the first chapter.