Coilgun, Marx Generator or Voltage Multiplier
1)A really big transformer (sub optimal for many reasons)
2)A Marx Generator
3)or with a Voltage Multiplier.
Now I realize that you are supposed to connect the voltage multiplier to the Marx Generator, but wouldn't it be easier to just to make more multiplier stages and remove the Marx Generator entirely? I've seen voltage multipliers go up to 15kv, which is more than enough.