What they said. But taking your question at face value, (q1): yes, you can use a 2x AAA battery-holder with individual batteries and this has been done before.
Doing the math is kind of nerdy, but the energy stored in the supercap suggested above is equivalent to a ~2 mA-Hr battery pack. Any AAA battery you buy today would be in the 100's of mA-Hr, so (q2): not critical.
The pros and cons of each method have been exhaustively discussed on OGR so not going there. 
