A Jacobs ladder is one of the simplest things to build; it consists of 2 metal poles steadily getting wider as they reach the top, a high voltage supply is then connected to each of the poles.
At the bottom of the ladder ( the narrowest part) the high voltage will arc across the two poles, as the arc heats up it is drawn upwards (hot things rise), the arc slowly increases in size until it becomes to big and extinguishes it self, the process then starts again.
You can make the effect more interesting by putting some salt on the rails, (it sounds easier than it is, how do you attach salt to almost vertical poles), as the arc rises it will glow a bright orange as it burns off the salt.

When I got my High Voltage supply I made a quick Jacobs ladder out of 2 coat hangers, I straightened them out and put a bend in the bottom, I then stapled them to a block of wood. I bent them so there was a 1 inch gap at the bottom increasing to 3 at the top; I then attached the power supply and switched it on. It arced across at the bottom but stayed there, to get it to move up I had to blow on it from below, I quickly discovered that there was a slight draft which was cooling the arc preventing it from rising.
After it was running for awhile I noticed that it was arcing across the wooden base, this quickly started the wood smoldering; if you are going to build one don't use a wooden base!

Jacobs Ladder 2
I have decided to build a bigger and better Jacobs ladder; this one will be built inside a clear plastic tube this will prevent drafts from affecting the arc allowing it to heat up and rise even further.
The first thing I need to do is find out where I can get a 4" piece of clear plastic pipe.