Ignition coils are inexpensive and readily available, and constructing a circuit to drive the coil is straightforward.
This article provides an overview of ignition coil operation, as well as a drive circuit design and system capable of driving the coil to produce arcs for your entertainment and experimentation.
Of couse, as with any high voltage project, safety warnings are in order. Excecise caution and good sense when working with high voltage. Remove power from the system before making adjustements.
Don't touch the arcs. Be mindful that the potentials generated can jump a significant gap, and that insulation on tools like regular pliers may be inadequate to prevent you from getting a shock.
Keep in mind that some parts of the system can get hot. The arcs can be hot enough to to ignite paper and plastic, so operate it in a safe location.
High voltage discharges generate Ozone gas, which can cause irritation if breathed in. High voltage discharges also generate some ultraviolet radiation, so limit your exposure and don't stare directly at the arcs.
First, enjoy some video!