http://hackaday.com/2012/03/20/print-your-own-supercaps/
That article includes links to the March 2012 paper by the folks at UCLA: "Laser Scribing of High-Performance and Flexible Graphene-Based Electrochemical Capacitors" as well as the methods paper that gives details on how they prepared it.
Turns out Rice university did it in 2011:
Their paper, "Direct laser writing of micro-supercapacitors on hydrated graphite oxide films", is behind a paywall, but here's their supplemental paper with some useful stuff: http://www.nature.com/nnano/journal/v6/n8/full/nnano.2011.110.html
Where to get the graphite oxide?
Somebody set this site up: https://graphene-supermarket.com/ but the materials are expensive.
Pretty much everybody seems to use some variant of the Hummers process to make it from graphite flakes.
These guys claim an improved and safer process: http://www.youtube.com/watch?v=sTooYDp1KD4
"Graphite oxide has also been prepared by using a "bottom-up" synthesis method (Tang-Lau method) in which the sole source is glucose, the process is safer, more facile, and more environmentally friendly compared to traditionally “top-down” method, in which strong oxidizers must be involved. Another important advantage of Tang-Lau method is thickness controllable ranging from monolayer to multilayers by simply adjusting growth parameters."
But the article is behind a paywall and so I haven't been able to read it: http://pubs.rsc.org/en/content/articlelanding/2012/jm/c2jm15944a
This guy demonstrates some variant of Hummers method and talks about where to get the ingredients: http://www.youtube.com/watch?v=xbalCi6S_Oc
