Step 1: Obtain neon sign transformer
I got a Transco 12 kV 30 mA transformer on Ebay for $35. It didn't have a wall plug, so I wired one on.
Step 2: Build a base
Step 3: Mount copper pipes
Connect the transformer output to the stiff wire.
Step 4: Set the spacing
You have to experiment with the spacing; start around 2 inches and go as wide as you can.
Step 5: Build a case
I cut pieces of acrylic on a table saw and attached them to the base and a small frame at the top. There is a piece of reflective mylar on the back acrylic.