First consideration has to be how much three phase power do you need? Closely allied to that is the question of what can the existing single phase connection provide?
After that, I guess you will have to look at the cost and merits of the different approaches.
1 A static converter (Transformer plus inductors and capacitors) will work and allow you to use more than one machine from it, but the phase to phase angles will not be ideal .
2 A rotary converter, similar to the above plus an idler motor will give better output phases but will waste a bit of power keeping the idler motor turning. The idler motor provides a bit of flywheel effect, helping with the surge when you turn a machine on.
3 The various sorts of electronic inverter will provide excellent output waveforms and so on, but may cost a little more. You have the choice of providing one big one that all the machines connect to as if it was an ordinary three phase supply, or little ones on the basis of one per machine, which give the advantage that you can use the inverter as a variable frequency drive.
4 Generate your own three phase as per Noels suggestion. Perfectly feasible but has its own set of troubles like noise and complexity.
5 Pay through the nose to have three phase installed. This always seems to cost far more than the job really warrants, I get the impression that suppliers around the world would rather you didn't have three phase.
You can't add capacitors to the AC output of an inverter to smooth the supply or to provide for starting surges. On electronic inverters, such capacitors would go inside on the DC bus and you would not want to try to modify the design. There will be small capacitors on the output to help suppress interference, and you probably don't want to change those either. On a rotary inverter, the idler motor provides a flywheel function.
My own preference is to use a VFD for each machine, which gives the advantage of variable speed, but for some machines this means getting inside to alter the wiring, eg to make sure that a coolant pump or a fine feed motor is getting what it needs rather than running off the variable frequency supply. Some may not be comfortable modifying their machines in this way. I think with the relatively low cost of VFD's these days it is quite a good way to go.
John