Step 1: Collect all that you need.
The speed controller out of a cordless drill.
A small neon indicator lamp or other gas tube.
A step up transformer. You can wind one yourself or use a flyback.
A battery. Mine is 7.2 volts
Step 2: Remove the spring form the speed controller (optional)
All speed controllers are different. It should be possible to pop them apart and remove the small spring that keeps the switch off. Just leave it in if you want to make a tazer out of this. Be careful when taking it apart because all designs vary. The mosfet might also have a heat sink. If you are powering tiny toroidal transformers then you probably won't need it. If you do remove the spring, take note of where each wire is connected to so you do not end up with destroyed mosfets or circit boards. In my one there was a ceramic circuit board. Probably to cope with the heat of large currents.