[Kevin Sevcik]

Ummm.. That's pretty much it, you're done. The capacitor would provide some (presumably large) voltage. The regulator would knock it down to a constant voltage. The only other thing you'd need is a DC power supply to charge up the capacitor to whatever voltage is safe or it's rated for.

The regulator should probably be a switching regulator. A Linear regulator is just going to dump all the extra voltage as heat and waste it. Of course linear regulators are cheap and easy, so you could use one as a proof of concept.

As for dangerous.... The cap is only dangerous if you short it. As long as the thing's hooked up properly it's plenty safe. Just treat it like you would our motorcycle battteries. They're just as or more deadly if you drop a wrench across the terminals. Saying it has a lot of current capacity so it's dangerous is like saying your bathroom faucet might drown you because it's hooked up to a gigantic reservoir somewhere. It's only going to happen if the faucet on your end is big enough and opened enough to drown you.