How to build a mini high voltage generator? Answered

you could try making a flyback transformer.

essentially you get a 555 timer, and get it to work at between 10-20khz, with a potentiometer to adjust the frequency.
Use this to turn power on and off very quickly, using a transistor or mosfet, to a flyback transformer which can be found in old crt tv's and monitors.

it produces extremely high voltages, perhaps even in the millions, and its very easy to limit the current to make it safe enough to shock your self, while still keeping long arcs over 3cm long

Very small multi vibrator circuit with small transformer can provide you with high voltage with small 9 v battery input.

Van de Graaff generator

http://en.wikipedia.org/wiki/Van_de_Graaff_generator

About as high a voltage as a normal person can generate.

What do you consider high voltage?

You can make a little vandergraph generator. Do a search for it on the site and you'll find several instructables covering it.