With rare exception, when it comes to audio system performance, the whole is much less than the sum of its parts. When audio components are interconnected to form a system, it usually has far more noise and distortion than would be predicted from test bench measurements on each component.
http://www.jensen-transformers.com/an/ingenaes.pdf
This page uses bridge rectifiers to reduce the secondary voltage of transformers. The current rating of the bridges should be about 1.5 times the maximum current expected.
http://home.cogeco.ca/~rpaisley4/xACdropper.html
http://www.jensen-transformers.com/apps_sc.html
active amplified transformer isolated signal splitter that enables hum-free connection of one guitar to more than one amp as well as having a direct output
http://www.geofex.com/FX_images/splitter.gif
http://www.geofex.com/FX_images/xform_test.gif
http://www.aaroncake.net/circuits/supply5.htm
Covers FFTs, Z transforms, and Hilbert transforms.
http://sepwww.stanford.edu/sep/prof/fgdp/c1/paper_html/node1.html
http://www.edn.com/archives/1996/050996/10di3.htm
http://www.intio.or.jp/jf10zl/trm.htm
Like a lot of experimenters, I started with a neon sign transformer as a high voltage source. Common neon sign transformers cost about 80 dollar and put out about 15kV (no load) and around 30 mA shorted, although you can get lower voltages and currents easily.
http://home.earthlink.net/~jimlux/hv/xfrmr1.htm