This discharge tube is probably the simplest one to make. All you need is some silicone sealant, a plastic tube, and some wire.

First, stick a wire in one end of the tube and then put some silicone sealant around it to create an air tight seal. Then poke a hole somewhere in the middle of the tube for the other electrode to go into, and put some sealant around that. Once it is dry, pump out the air at the open end of the tube, attach the power supply to the electrodes, and try it out.

Read Source:http://www.geocities.com/mistertippy/schematics/discharge.html