I've been dropping in and out of this thread, but I haven't read it in detail.
I was under the (incorrect) impression that you were wanting power, not signal. My previous advice is probably still reasonably valid, but I can do better
Sure, you can place a capacitor across R2 in your diagram. This will smooth out any spikes (to a certain extent) but it will also slow down he response to an input signal -- this is less a concern for power than a signal).
Instead, I suggest something like this:
This has the same form as your original circuit, however instead of using a zener to clip transients, diodes are used. And excess voltage that appears at the input will cause current to flow in one of the diodes and it will either be shorted to ground (for negative transients) or to the positive supply rail (for positive transients).
The sort of diodes you want to use here are fast diodes with a low Vf and capacitance. Schottky diodes or small signal diodes are best. R3 exists to limit the current into the input if the voltage rises far enough to allow the protection circuit at the input of the microcontroller to start conducting -- we want the external diodes to do the work.
R1 and R2 should be chosen as before to get approximately 3V3, and R3 can be (say) 1k.
One potential problem with this circuit is that if the uC is unpowered, a high input will shunt voltage to the uC rail via the upper diode. This *may* be sufficient to power the uC with potentially confusing results.
The other (more serious) problem is that if R1 is too low, and a high energy spike appears at the input, the current through the upper diode to the 3V3 rail may exceed the current required from the 3V3 rail in total. This will then cause the 3V3 rail to go high, possibly causing problems. To cure this, you need some protection on the 3V3 rail. Depending on the environment, a sufficiently large capacitor on the output of your voltage regulator may be sufficient. In extreme cases you may need to provide some active shunt to keep the 3V3 rail down to a save level.