A 7812 positive 3-terminal regulator is used for the main regulation, and this is followed by as many power emitter followers as needed for the current you require.
http://sound.westhost.com/project77.htm
In many low voltage applications, undesired voltage overshoots may occur at the input during the circuit operation. To avoid the harm of this overvoltage, generally use parallel clamps such as fuses or other current limiting devices.
http://www.maxim-ic.com/appnotes.cfm/an_pk/347
The high current regulator below uses an additional winding or a separate transformer to supply power for the LM317 regulator so that the pass transistors can operate closer to saturation and improve efficiency.
http://ourworld.compuserve.com/homepages/Bill_Bowden/page12.htm
The metal oxide varistor is necessary to protect the power MOSFET from excessively high voltage pulses caused by inadvertent poor adjustment of the timing resistor, and also from leakage inductance in the coil. Sometimes, this circuit works slightly better if a capacitor is also placed across the MOSFET.
http://members.misty.com/don/igcoilhv.html
This is probably the most well known flyback transformer driver circuit. It uses two 2N3055 power transistors in a push-pull oscillator configuration.
http://www.geocities.com/CapeCanaveral/Lab/5322/fbt1.htm
By using only capacitors and diodes, these voltage multipliers can step up relatively low voltages to extremely high values, while at the same time being far lighter and cheaper than transformers.
http://www.powerlabs.org/cascade.htm
takes very few parts and outputs up to 10A, regulation not very good
http://www.aaroncake.net/circuits/supply2.htm
Tips and construction details for HV projects. HV components, measuring techniques, HV sources, and details of experiments.
http://www.kronjaeger.com/hv/
Sam Goldwasser flyback transformer circuit is available here.
http://members.misty.com/don/hv.html
for Flash and Geiger Tubes
http://www.kronjaeger.com/hv-old/radio/geiger/geiger4.pdf