A Jacob's Ladder is one of the easiest fun displays to make using high voltages, as seen in old sci-fi & horror films. A small arc starts at the bottom, and slowly rises into a snaking, flame-like buzzing arc. All you need is a current-limited high voltage AC supply from a suitable transformer (neon sign transformers work quite well), and a couple of metal rods. If the supply is not current-limited, external limiting is needed. I used a 1KW radiant heater in series with the mains input to my pair of non-limited transformers, the output from which was about 11KV. The gap at the bottom needs to be just close enough to spark over at the transformer's output voltage. If it's too short, the arc tends to stay at the bottom instead of rising. The main limit to how high the arc rises is air disturbance, which tends to 'blow out' the arc flame, so ensure there are no draughts. Enclosing the rods in a transparent tube, or between clear plastic sheets may improve things, but be careful if using glass, as the heat could cause it to shatter. If using plastic, take care not to put it too close as it will melt.
Apart from the obvious high-voltage hazards, remember that the rods will get very hot, so let them cool off before adjusting.
More on Jacobs ladders here.
The rods in the pictures below are about 12" high. The thin arc in the first picture is what you typically see, the taller 'sheets' of arc in the other images being due to use of a longer exposure time.
Brushing the rods with a salt and water paste produces a beautiful orange glow from the sodium in the salt (below). In the above-right picture, the salt was only on the tips, so the 'flame' turns yellow when it hits the ends. Salts of other metals should produce different colours - coating segements of the rods with different salts should produce an interesting multi-colour display, but as sodium salts tend to swamp anything else, put sodium at the top.