How is sulphur trioxide formed and why is it stable?
Synthesis

Synthesis of $\ce{SO3}$ can be done by heating $\ce{CaSO4}$ with $\ce{SiO2}$, which produces $\ce{CaSiO3}$ and $\ce{SO3}$. Another way of synthesis is the heating of $\ce{NaHSO4}$ to $\ce{Na2SO4}$, $\ce{SO3}$, and water. (source)

As to why $\ce{SO3}$ is stable... 

Sulfur forms an expanded octet. That means that it doesn't really obey the octet rule, allowing it to take on extra electrons. Sulfur is a 3rd-period element; hence it can use its 3d orbitals to make more than 4 bonds. Wikipedia has a page on hypervalency, and from an answer here:


  Regarding the octet concept, it's only a guideline at best, and nothing more. I wouldn't put too much stock into the concept. If you insist on using it, then only apply it to the following elements: C,N,O, and F. 


EDIT:

Users such as @Mithoron have pointed out that this analysis is not correct. Papers seem to show that there is no d-orbital utilization. According to this comment:


  ...the doubly bonded picture is a very crude oversimplification, though. -@Martin


This enlightening image 

shows that sulfur trioxide is actually a resonance of several different structures, and should be more accurately expressed as several single bonds with a dashed line to show that the bond order is not actually two. This also solves the question as to why it is stable with apparently six bonds, as in reality it only has four bonds.