There are lots of sites with circuits to drive ignition coils for plasma bulbs or jacobs ladders. I wouldn't try any of them, especially those that use a dimmer connected to the mains or a camera flash. I was surprised how crappy most of the circuits are. Really --- most of what is being said and the crappy circuits I saw would only produce flames.
This is the only site I found with solid information and theory of operation. As you can see, beyond a simple mechanical switch method, it is not simple to safely and reliably build a HVDC power supply. If you don't understand the circuits and the theory, don't try it.
http://www.sci-experiments.com/HighVoltagePulser/