Hi,
?
....relatively detailed answer....
Not that easy. It depends on what you want.
Supercapacitors: high capacity, but relatively high ESR, not that good for high frequency. Good as bulk storage capacitor.
Ceramic capacitors: getting cheaper and smaller, very low ESR, good for high frequency. Good for Transfering charge.
Inductors: decreasing core loss, increasing frequency, getting smaller and cheaper.
Easy to control, not that peak currents as with capacitors, simple step up and step down design.
Hope that helps you