As for making your coilgun more efficient, there's a few things you could do.
First, like Dr.D said, you need to switch your coils at just the right time. For my own coilguns, I've always used a setup like this:
The idea is that the projectile itself acts as a switch for the coil. Once it travels between one third and half of the length of the coil, the contact breaks and the magnetic field collapses. If you're smart about your circuit, you can actually re-claim the energy left in the magnetic field for the next shot, or additional stages.
Keep in mind that the magnetic field will take some time to collapse, and also that the force on the projectile becomes very small towards the center of the coil. There isn't much benefit to making the projectile go all the way to the halfway point before switching the coil off - in fact, doing so may actually slow it down again because the magnetic field doesn't collapse instantly.
Secondly, use higher voltages. Higher voltages are generally more efficient, because you can use coils with more turns - and thus get the same magnetic field strength with less waste heat. Even if you use the same coils, the higher voltage causes a much sharper increase in current, so you're building up your magnetic field much more quickly. Just keep in mind that this also means that your coils store more energy, and so it becomes important to either use it all in one go, or to add some circuitry to re-claim that energy for a 2nd or even a 3rd stage.
Re-claiming energy is "dangerous" too, though, because the projectile will always keep a residual magnetic field, and you can actually slow it down by doing this.
Third, use a large mass! Coilguns are inherently slow because the inductance of the coils limits how quickly you can build up and destroy a magnetic field, and a large mass can pull energy out of a coil's magnetic field much more quickly than a small mass. Also use materials with a high magnetic permeability, because a stronger attraction means faster conversion from magnetic potential to kinetic energy.
You could also use magnets as projectiles. I did this and it really helps with relatively low-energy coilguns.
I've driven my early coilguns using a single 400V/2200uF capacitor and managed to get muzzle energies of 20-30 Joules at roughly 35 m/s with that. For later experiments, I used an 800V/1200uF capacitor bank, and I got muzzle energies in excess of 50J with that, at around 60 m/s and a lighter projectile.
I always measured the velocity by shooting across a given distance, recording the shot on camera, and then timing how long it took the projectile from the moment it was fired until its impact on the target. Not the most accurate, but good enough for relatively low velocities if you have limited equipment.
