How to power Arduino with super capacitor.

It's a novelty geek clock and I was thinking it would be nice if it didn't shut down with a momentary power dropout during a storm. It's not a high precision clock and I have already got too much in material costs into it to justify adding to much more in hardware or build time. I saw a note on another clock project:
http://www.etsy.com/listing/88340957/nixie-tube-clock-black-and-clear-acrylic?ref=&sref=
about it having a super capacitor (a .33F) and thought it would be a nice touch. I can see that the backup is for the time keeping circuit and not the entire clock display. My searching on how to implement this type of backup lead me here.