Coiling clay
First of course you will need an ignition coil. These are easy to find new or used. The common metal can type can be had new from J. C. Whitney for $18 and up, or you can buy them used from a local salvage yard. I got mine off eBay for about $9. They are Accel "Super Coils, " capable of up to 50, 000 volts. I recommend you get high value coils, if only for the better quality and higher safety factor.
Next you will need a household dimmer switch. Get the simplest, cheapest one you can find. Mine cost about $8 from Home Depot. It is rated for 600 watts. Get a cheap nylon cover plate to match it.
You will need a film capacitor. More about this critical component later.
You will need some appliance cords. I salvaged some from a toaster oven and a box fan. Leave the wall plug on one cord, as this device runs off household 110 volt AC current.
You will need a box of some kind to mount your components in. I had a wooden craft box lying around (bought at Michaels craft store for less than $5). It measures 8.5" by 5.5" by 3.25" and has a hinged lid. This proved to be a convenient size. You can get a electronics hobby box from Radio Shack if you like, but the wooden boxes are cheaper.
Other bits and pieces you will need:
(1) half inch PVC pipe end cap
about five inches of smooth metal rod, 5mm or 3/16 inches in diameter. Copper or brass is best.
(1) 10-32 size brass thumb nut
(1) 10-32 threaded aluminum standoff, one inch long
(1) 10-32 threaded rod, about 3 inches long
(2) brass cotter pins, 2.5" long
(2) alligator clips, preferably insulated. Mine in the photos aren't, so I had to sheath them in vinyl tubing.
(2) crimp-on ring connectors, sized to fit the cords you are using
(2) crimp butt connectors, ditto
a length of half-inch square basswood (four inches will do)
a spring clothespin
a wood screw that will fit through the pin's center spring
a couple of sturdy rubber bands