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How do I make the dc only portion of a strobe light? I already have a trigger.

How do I go about making a simple 120vac to 300vdc power supply? I am making a strobe light and gave a trigger set up but I need a way of getting the darn thing to light. PLEASE HELP. Is there any way to use my function generator to replace the trigger?

Simple way ? Voltage doubler. Look it up. AKA Cockroft-Walton multiplier
http://www.play-hookey.com/ac_theory/ps_v_multipliers.html

Steve