If you connect the capacitors in parallel, the voltage rating remains the same but the amount of energy adds up. So 3 x 1F capacitors = 3 F , 2.5v max.
If you connect the capacitors in series ( + lead goes to - of next capacitor) , voltage rating increases but capacitance drops .. so 2 x 1f 2.5v capacitors = 0.5F , 5v ,,, 3x1f 2.5v = 0.33F 7.5v
If you fully charge the capacitors with energy, as soon as the bulb is connected the voltage drops - think of it like a glass of water and the lightbulb makes water pour out. As soon as the voltage goes down a particular level, your bulb won't light up anymore. Supercapacitors don't behave like batteries which keep the voltage between a particular range (1.1 - 1.35v for a rechargeable AA battery for example) until they can't give energy anymore.
Use proper stores, skip ebay and forget about Sparkfun because they're expensive.
Have a look for example at Digikey:
http://www.digikey.com/product-search/en?FV=fff40002%2Cfff8000c&mnonly=0&newproducts=0&ColumnSort=1000011&page=1&stock=0&pbfree=0&rohs=0&quantity=2&ptm=0&fid=0&pageSize=25I forced the quantity to 2 pcs so that you won't see products with minimum orders of 100 pcs or something like that - you can order 1 or as many as you want, but the prices shown are for 2
Ignore the capacitors that look like coin cells (the batteries that go in watches or on pc motherboards), they're designed for things that use very little power but have to run 24/7, like a clock for example.
A better experiment for you would be to buy a few resistors and maybe a couple of leds as well .. for example get some red and green leds, because those can operate starting from about 1.7v.
negative -[ capacitor ] - positive ----> resistor -----> positive -[ led ]- negative ----> to capacitor negative wire.
If you want, put two supercapacitors in series just to make it easier for you to charge them, without worrying about damaging them. Two in series will handle 5v maximum, so you could use 2 AA batteries in series to charge the capacitors to about 2.5-3v.
So you can charge a supercapacitor with energy and connect a led to it but with a resistor in series with the led to limit the amount of current going into the led because otherwise the led will take as much energy as its available and would burn up.
If you use a high value resistor like let's say 1000 ohm, little current will go through the led so it will not light up very bright but the energy from supercapacitor will discharge much slower, so the voltage will go down from 2.5-3v slowly down below 1.7v-1.9v, at which point the led will stop working at all.
If you use a lower value resistor, like let's say 100 ohm, the led will be very bright but it will stay lit for way smaller time.
You can find resistors and leds on the same site, so you could add them to basket and buy all at once
resistors :
http://www.digikey.com/product-search/en?FV=fff40001%2Cfff80482%2C142c0685%2C142c0bf1&mnonly=0&newproducts=0&ColumnSort=1000011&page=1&stock=0&pbfree=0&rohs=0&quantity=2&ptm=0&fid=0&pageSize=25leds :
http://www.digikey.com/product-search/en?FV=fff40008%2Cfff801b9%2C1140050%2C114016f%2C11402b2%2C1140343&mnonly=0&newproducts=0&ColumnSort=1000011&page=1&stock=0&pbfree=0&rohs=0&quantity=2&ptm=0&fid=0&pageSize=25