Leyden Jar

[Redwood]

And a neon sign transformer, 7.5 kV to 30 kV, will give you the arc but at a dangerous level of current.

A neon sign transformer might be a good initial power supply for a Tesla Coil but you have to do some serious stepping up to get the high voltage where you want it for a Tesla Coil. Plus it needs a bit of RF too.

 

[Macman]

We used to make Jacob's Ladders using neon sign transformers. Very cool, but also very dangerous.