Another critical consideration here is the ESR - effective series resistance - of the capacitors. This typically becomes the limiting factor for the peak current...and the rise time if that is also significant; such as in plasma guns.
You need to be able to discharge your caps safely upon faults, and you need to treat your capacitor bank like a bomb. These applications can cause catostrophic failures of some capacitors...again usually depending on the ESR. But wiring errors can cause big problems as well.
Next, the hardest part of a high voltage, high current system is the switch. I had really good luck once with a sledge hammer and two large bare wire ends. I also had real good luck by using a high voltage, LOW current source [a spark coil] to generate a spark which then intiates an ionized path, that then completes the circuit to the high voltage, high current source -the capapcitors. This way you have no physical high power switch to contend with. This also acts about as quickly as most any switch - mechanical or electronic - which can also be a concern depending on the application.