Buy yourself a transformer, most handmake transformers don't work very long.
The CD45 looklike the best, low input - high output

http://www.amazing1.com/transformers.htm

High Voltage Pulse and Trigger Transformers
These high voltage pulse transformers supply the voltage pulses used for igniters, shockers, stun guns and triggers for laser flash tubes and high power spark switches. They are used with capacitor discharge circuitry where a capacitor is charged and then allowed to discharge into the primary where a high voltage pulse is generated in the secondary output winding. The high voltage output pin is isolated with connection leads on the opposite end. 25KV output at .5 JOULES. Use a 300 volt 1 mfd capacitor with sidac trigger for line direct operation or conventional inverter with SCR. 1" round by 1.25" long in fully potted enclosure.
Quantity
CD25B - Transformer.............$16.95
10-99 @ $9.95ea. 100-999 @ $5.95ea. 1000-4999 @ $2.95ea. 5000+ @ $1.95ea.
45KV output at .5 JOULES. 1.25" round by 1.25" long in fully potted enclosure.
CD45 - Transformer...............$18.95