Using available parts and a 3d printer, I went from idea stage (sketch above) to a working device in one day.
Printing and designing in 3d allows a designer to build a case and mechanical parts around whatever is available. For example, I used an ultracapacitor from a Coleman Ultracap Screwdriver. It was simple to design and print a hollow cylinder to accept the capacitor--this would have been a major challenge a year ago.
First I printed a cylinder, scavenged the capacitor and found an LED.
I used Autodesk 123d (free) to design the 3d parts. Files are available here:
Next, I came up with a plan. The LED is pretty directional, so I skipped building a reflector. The light will run for hours and hours on a charge (and I charge it with a solar panel), so I omitted the on/off switch. Note the diode--that prevents the capacitor voltage from going backwards out onto the leads; you can clip the alligator leads together if you want after charging.
If you want to see how I regulate the incoming voltage, look at this instructable:
Check to see that the capacitor fits into the cylinder.
Drill a 1/8 inch diameter hole in the upper part of the cylinder (yes, I should have designed that in software, but I'm far from perfect).
Slide the capacitor (minus any wires) into the cylinder.
Add a 100 ohm resistor to the long lead of the LED (I soldered it).
Add a red wire wrap wire to the other end of the resistor.
Clip the surplus wire from the resistor and put a piece of heat shrinkable tubing over the exposed metal.
Heat the tubing until it shrinks (I use the soldering iron to shrink the tube).
Add blue wire wrap wire to the short leg of the LED.
Clip the excess LED leg, add heat shrink and shrink the tubing.
Push the wire end of the alligator clips through the hole in the cylinder.
Push the LED leads through the cap (it's not really a reflector).