Figure out how much energy is involved. E = 1/2 times C times V squared. The figure how quickly you want to discharge it - lets say 5 seconds. Then, very roughly, aim for R times C = 1 , and you have 5 time constants. Then figure a wattage rating for the resistor of E squared over R, and a good average is to divide by about 4 because of the way the volts drop.
If you're talking of a supply above 500 or so volts, you need several resistors in series, especially when up at the 2 or 3 kV level. It all gets more critical as the volts go up. But for anything under about 300 volts, the previous advice holds - just use a fairly meaty resistor.