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I think the best way to do this is to use python's list comprehension/generator syntax to define the sequence of variables. Something like the following provides a formal sum which works as expected for diff, series, and taylor:

sage: a = var(','.join('a%s'%i for i in range(4))); a
(a0, a1, a2, a3)
sage: p = sum(a[i]*x^i for i in range(4)); p
a3*x^3 + a2*x^2 + a1*x + a0