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
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
Designed for Mackie and other Mixers Eliminates RFI Problems
http://www.jensen-transformers.com/as/as073.pdf