Much effort has been put into improving the performance of the electrochemical capacitors (which can also be named as supercapacitors) due to their higher power density than that of batteries and higher energy density than that of conventional capacitors, respectively. Besides, it has been discovered that, in supercapacitors, there are about three types of electrode materials (including EDLC electrode, battery-type electrode and pseudocapacitive electrode) according to their different energy storage mechanisms and, with the combinations of different electrode materials, about three types of supercapacitors can be categorized, such as electric double layer capacitor (made of two EDLC electrode), asymmetric supercapacitor (fabricated by one pseudocapacitive electrode and one EDLC electrode or another different pseudocapacitive electrode) and hybrid supercapacitor (built by one battery-type electrode and one EDLC electrode or one pseudocapacitive electrode). In this dissertation, the energy storage mechanisms of these electrode materials are reviewed and the corresponding kinetic analysis based on cyclic voltammetry curves are discussed. Moreover, for the purpose of achieving better overall performance than that of batteries so that the supercapacitors cannot only be used in long term energy storage but also in rapid charge/discharge power supply, it is still necessary to develop supercapacitors possessing higher energy density without sacrificing their power density. Therefore, the four projects presented in this dissertation are the investigations of our group towards this ultimate goal.