While we probably don't have the means right now, the easiest way to get an atmosphere on Mars might be to build several nuclear reactors on the planet and use these to generate gigawatts of electricity. That electricity would then be shunted through a series of cables laid around the planet, or in large loops as required, to produce a strong magnetic field.
The magnetic field would then shield the planet, or a portion of it, from the solar wind. That would in turn end the solar wind stripping the atmosphere away and give it a chance to thicken.
Mars would warm and that would make the planet far more habitable.