I've seen lots of leyden jar instructables. My favorite is Kiteman's Be a Scientist: Bottle Electricity. I've made little film can jars for my little sister and she loves it.
But, be wary, I've seen one instructable that uses a photoflash capacitor or similar in the video to fake powerful "flying" sparks.

As the title says, this is how I make my leyden jars. These make nice, fat sparks. Once I finish my bonneti/sectorless wimshurst machine, I'm going to try out some 5-gallon bucket leyden jars. But, beware, these are DANGEROUS, like a loaded gun. They will KILL YOU if you arn't careful.
These smaller jars aren't deadly. But, they WILL be very unpleasant if you take a spark from them.
Anywhere, here's my take on the common leyden jar. Enjoy. =]

Step 1: Parts List

Parts:
-Plastic container. HDPE plastic seems to work best, but I've found that thicker PP containers can work too. This will be the type of plastic container I'm using for the instructable.
-Aluminum HVAC repair tape. This stuff is used to mend air ducts, and also makes nice leyden jar coatings because it is already sticky on one side.
-A round-headed bolt/nail. The larger and rounder this is, the better. Don't select one too large, or the leyden jar might not charge. If you want to try a fancier top terminal, see this site, it has lots of info on leyden jars.
-Some metal bead chain or some copper wire. Whatever works for yah, though I like the bead chain more.

Tools:
Hot glue gun
You hands
Some patience
The will to start over if you get it wrong
Oh, and some way to make a smooth hole in the lid of your container. This is very important.

Got all that? lets get started.

Step 2: Construction

Ok, time to get started. If you have a container like mine, you can fit you hand in it easily. You're going to have this just a little bit easier later on.

Step one: Apply a layer of foil to the outside of the jar, a 1/2" by 1" strip at a time. This will, with lots of patience and re-trying, result in a smooth, hopefully wrinkle-free layer around the outside lower part of the jar. Try larger pieces if you want, but it might end up wrinkled due to the container's curves.
Now we need to make the inside.

If you can fit you hand inside the jar, just do the same as the outside. Skip this part. V V V

For you unlucky people who can;t fit their hand inside their jars, there is a simple solution, made easier if you container is already water-tight. First, make the hole for the bolt slightly smaller so the bolt fits very snuggly in it. Then, apply hot glue around the edge so that no water can get out. After that, fill the container as much as you can with a salt water solution and screw the lid on You pretty much done here.

Step 3: Dry Jar Lid

If you applied an inside foil, then you need some way to connect that little bolt to the inner coating. I like to use bead chain for this, attaching one end to the bolt with metal tape. Then, just put the lid on and let the bead chain dangle down to the inside foil. You need one last thing for this jar.

Step 4: Finished!

Put the lid on, and you're finished with this jar.

Just hook up the bolt to your favorite generator, then charge. If you don't have a Wimshurst or Van de Graaf generator, then try this out. You don;t need the bundle of wires or anything, just hold the pipe near the bolt, or even touching it.

To discharge, fashion some "tongs" out of an old pen tube and some copper wire. You can see part of mine in the upper right corner of the last picture. First, contact the outer coating. Then, with the other end of the tongs, approach the top terminal. ZAP!

Have fun, and don't do anything stupid. Common sense is your best defense with these.