Patrick AKA EngineeringShock built a flashlight that uses no batteries, and instead charges up a bunch of caps from a wall wart.
Unfortunately, super capacitors can only be charged to lower voltages; typically around 2.5v or 2.7v as a standard. If you place some super capacitors in series, you can charge to higher voltages, but you lose a tremendous amount of capacitance. When you plug this device into a wall transformer (I designed this device around a 9v@1A transformer), the on-board microprocessor turns on a relay that connects power to the capacitor bank. The series super capacitors then charge to 5.2v through the relay contacts. The capacitors an be interchanged to use higher or lower values, depending on how much you want to spend. The voltage on the capacitor bank is constantly being sampled by an ADC (Analog to Digital Converter) that is embedded in the microprocessor. When the voltage exceeds a value of roughly 5.2v, a flag trips in software, and the MCU turns off the charging relay, at which point the green LED indicator will start and continue to blink as an indicator to show the user that the caps are charged. You can leave this device plugged in for as long as you want, and the caps will be very much safe and sound.