Is a Tesla Coil still the easiest method of generating ridiculous amounts of voltage at low currents? I built a coil about 15 years ago (400kHz, 400kv!) that put out monstrous sparks. I'm interested in working with similar voltages for some projects now, and I'm just wondering if we've come up with anything that can surpass the ease of a Tesla Coil in generating that kind of potential.
A company called UltraVolt makes miniature power supplies going to at least 6Kv. Have a look:
A Tesla coil can be a good way to produce high AC voltage; typical frequencies are in the area of 400 kHz. If you want a very high DC voltage at low current a Van de Graaff generator might be what you need.
Here is a link to a 500 kV Van de Graff generator you can build.
And Jim's suggestion of Ultravolt is good. They have modules to 40 kV and I've used their modules to 15 kV and have been pleased with the performance and reliability (never had one fail).