A Van de Graaff generator is a simple way of producing high voltage. There are many DIY generators that can be made with some everyday items. Here is a link to some additional information.
Video after the jump.
“A Van de Graaff generator is an electrostatic machine which uses a moving belt to accumulate very high voltages on a hollow metal globe. The potential differences achieved in modern Van de Graaff generators can reach 5 megavolts. Applications for these high voltage generators include driving X-ray tubes, accelerating electrons to sterilize food and process materials, and accelerating protons for nuclear physics experiments. The Van de Graaff generator can be thought of as a constant-current source connected in parallel with a capacitor and a very large electrical resistance.”