Evaluate and enhance my Super Capacitor Power Bank
that's a lot of questions...


  1.If the input is fixed at 2.5V, do I need any protection board for a 2.7V Super Capacitor (3000F)


If it's fixed why would you need protection? Your real question would be how do I make sure it is "Fixed". A zener across the cap would not hurt.


  2.I plan to power the circuit using USB, so I need to step down 5V to 2.5V. One option is to buy a step down module, but is there any other simple technique I can use? Diodes?


You could use diodes, but it really depends on how much sustained current you will be using. Half the power you are taking from the source will be dissipated in the diodes.


  Perhaps, it may be better to use two capacitors in series. Would I need a protection board, if I keep the input voltage at 2.5V max?


This may well be a better alternative. Why waste power dropping the input then re-regulating when you can just change the storage voltage and regulate once.


  Anything else I am missing?


If you plan on plugging this into the USB port of something you are going to basically short out the 5V with that 1.1R resistor when you plug it in. That's just over 4A. You had better have a pretty beefy USB port and cables. 

It will also take A LONG time to charge that up at appropriate currents. 

Two stacked 3000F caps through an increased R of 10R, so you only drain 500mA, I calculate an RC of almost 17hours (Maybe someone can verify that...)

And that 10R will need to be rated at over 2.5W....