You can then use it for powering things such as coil guns or just blowing things up! See the second picture above? that was the spark created when I discharged such a capacitor bank. It was also very loud too!
The video below is the bank being discharged through various items including thin wire, transistors, resistors and headphone drivers of all things.
Step 1: Parts list
A few disposable cameras. You can get these from places like Tesco and Walmart for free, all you have to do is ask at the kiosk where they develop camera film and they will usually give you a bag full of disposable cameras for free! I once got given 20 of these at Tesco.
Wire. This is needed for connecting things up.
Veroboard/strip-board. You don't HAVE to use this but it helps when it comes to soldering and makes it look neater.
Solder+soldering iron. For soldering electrical connections of-course!
Electrical tape. Not essential, but useful for holding things in place and covering exposed high voltage electrical connections.
Terminal block. For connecting a discharge stick to the capacitor bank. Because of the high peak currents flowing, alligator clips are not suitable and will just spark becuase they just don't make good high current ultra-low resistance connections. You can however use them for connecting the charger to the bank or connecting the battery/power supply.
Also you could just use solder, I used the terminal block so I could easily pack the bank away.
Tools. A metal screw driver with an insulated handle.
I am in no way responsible if you mess up with this circuit. If you mess up, receive an electrical shock or burn your house down whilst making this circuit you have no-one to blame but yourself. By following this guide in order to make this circuit you agree to accepting all liability if something were to go wrong.
I will answer and try to help with any questions you have via the comments.