I apologize, but i was considering sending an angry post telling you to "look it up yourself", next time you should do this before asking.
To your question! In the order you posted them: Enameled "magnet wire"; Several photo flash capacitors will work well, ask the guy at the photo shop nicely for used disposable cameras. make sure your Cap bank has sufficient power for your projectile (read this whole page, http://www.coilgun.info/theorycapacitors/energy.htm); Use a short multilayer coil for a small projectile (3 cm, ~12 layers, very thin wire); I'm not sure what you mean in this last question, but a light switch could be quite effective.
Jack Allison