Ok.. so the 9V battery option is out.
With a couple of transistors, 4 resistors, a couple of capacitors, a small 230 to 9 volt transformer and a bridge rectifier you can certainly build a good simple high voltage DC power unit. Not only will you learn a lot but you also stand the chance of wasting components when the dreaded magic smoke leaks out.
I assume that would involve using the transformer 'backwards".. i.e as a step-up transformer?
If you know nothing about electronics, starting by building dc converters is a big leap into the unknown.
Actually, I would say playing with high voltage while knowing nothing about electronics is good way to take a short trip to the morgue.
mahela007 - before you go down this road for building your coil gun, I strongly suggest you learn more about electronics first - then start studying (but not playing with) high voltage. High voltage electrical and electronic circuits are not toys to be played with. They require care, respect, and understanding, and even then you still might get injured.
As far as a coil gun is concerned, try building a "low-voltage" version first. I built a real simple one a long time ago using nothing more than 12 volts, some doorbell wire, a piece of wood and some tacks. Start at that level, then learn how to build an automatic switching system for the coils using the Arduino (honestly, one could do it without an Arduino - but the programmability option will open up some interesting opportunities you wouldn't have otherwise to "tune" the acceleration of the projectile).
Such a low voltage coil gun, properly tuned, should be able to shoot your projectile more than a few feet; heck, even my simple shade-tree electrician "coilgun" could launch my "projectile" (a cut-off nail) about 6 feet (and I only had 5 or 6 coils, and they weren't very big).
Once you have that perfected, you'll have the basics for the main triggering system for a larger, higher-voltage coil gun - and a better understanding of the control electronics, and perhaps (if you studied along the way), an appreciation for the dangers and complexities of high-voltage systems, and how to properly construct and experiment so that you don't die along the way.
You're probably right.. So I'll stick to a moderate voltage for now. Once it works, I'll start improving it for higher voltage..
I have a 20V power supply but I believe 20V is a bit too low.. so I'm going to double that. (40 Volts isn't very dangerous, is it? )
Again, I'm going to have to ask you guys for the appropriate circuit..

BTW: Could you send me a private message with some more details about your coilgun? (to avoid cluttering up this thread) I want to compare it against my design..