Step 1: Get parts
ac adapter (old toys, electronics, etc.)
battery (9 volt)
wire (doesn't matter what kind, I used telephone wire. but if you want it to hurt more, then you could use a wire with multiple wires in it because it would go across the battery more.)
Step 2: Take apart adapter
Step 3: Attaching battery
Step 4: Tape it together
Step 5: SHOCK PEEPS!!!!
you could experiment with capacitors, or maybe actually turning it into a gun (ie, adding longer wires, propellant, etc.). you could also maybe try putting another adapter on top of the first one and step it up even more!
don't sue me if you do something with it and get hurt. I don't mean for anyone to get hurt, as this is purely educational. (right.) so yeah.