Supercapacitors store electrons directly instead of chemical reactions. They have much much lower capacities at present (per unit volume for certain, per kg is a narrower margin), but you can pump and drain them quickly without damaging them, and hundreds to thousands of times as frequently. But we construct these materials using chemical reactions, so they are far away from their theoretical limits.
Every few years lately, someone tries to blur the lines between battery and capacitor by working on chemistries that can also store electrons. What I can't recall is the degree to which any of those bested LIon in bench-top tests.
What I wonder is if lithography will ever enter into this, how many more features per mm^2 the equipment would have to create to make an equivalent material, and how much cheaper they'd have to get per feature before it were financially feasible.
[Edit to add:] I completely spaced on the fact that people are experimenting with graphene to build supercaps, so we may get closer to that limit relatively sooner than later. Since many commercial supecaps are essentially doped charcoal, this isn't the graphene bandwagon it first might seem.