This power supply puts out 400 volts maximum and stores it in a capacitor bank. Mine is 2820 uF. You could use more or less capacitors.
I originally built this to power a small coil gun but it can be used for whatever you need it for.
It runs off 3.3 volts but it will run off of 2 "D" size batteries with a reduced voltage output and slower charge times. The parts can be purchased online for about $20.
I recommend running it off an old computer psu. The one I use to run it is rated to 16 Amps on the 3.3 volt line and it runs this fine.
For instructions to make the 3.3v power supply look Here