Like I said, you need only two things to make it, well, actually, three things - some wires.
- 9 volt battery.
- Mains transformer
The mains transformer, you can find those in just about any mains powered electronic devices, like VCR's, stereos, and stuff like that, you can also use a wall wart if you want. The best mains transformers you could ever use is found in digital alarm clocks.
Unfortunately, I burnt up all of my alarm clock transformers while ago... :( So I will have use a transformer from a VCR.