Step 5: Build the Capacitors
I decided to go the cheaper route and build a capacitor. The simplest way is to make a salt water capacitor, using salt water, oil and aluminum foil. Wrap the bottle in foil, and fill it with water. Try to get equal amounts of water in each bottle, as it helps to keep the power output stable. The maximum amount of salt you can put in the water is .359 g/mL, but this ends up being a lot of salt, so you can tone down the amount a lot (I used 5 grams). Just make sure that you use he same amounts on salt and water. Now put a few mL of oil slowly into the bottle. Punch a hole in the top of the cap and put a length of wire in it. You now have one fully functioning capacitor, go make 5 more.
Optional: to keep the bottles in order, make or find a metal crate for them
As Glenn781 pointed out below, 6 Snapple bottles with a 15kV 30mA NST can be deadly! If you are using a NST like his, use 8-12 bottles, not 6!