From time to time, the capacitor shows up on AutoblogGreen as a method of storing power for electric cars instead of the much more common battery. The first capacitor ever invented is known as the Leyden jar, and we've found an instructable which shows how to create one very easily. Of course, whenever working with electricity, be very careful - you could get a nasty shock from a Leyden jar.
All that is required is a 2 liter bottle, a screw, tin foil, water and electrical tape. The capacitor can be charged using static electricity. The comments suggest that you place a sheet of foil over a TV or CRT computer monitor, connect the foil to your jar using a wire and turning the TV on and off a few times. Many of these jars could be connected together to form a very rudimentary "battery" of sorts if you so desired.