Here is some research on making carbon nanofibers directly from atmospheric CO2. Sounds like a good idea both because you are absorbing CO2 from the atmosphere and because you can make all kinds of light, strong materials from nanofibers, which would allow lighter, safer, more energy efficient vehicles among other things.

Licht estimates electrical energy costs of this “solar thermal electrochemical process” to be around $1,000 per ton of carbon nanofiber product, which means the cost of running the system is hundreds of times less than the value of product output.

“We calculate that with a physical area less than 10 percent the size of the Sahara Desert, our process could remove enough CO₂ to decrease atmospheric levels to those of the pre-industrial revolution within 10 years,” he says.