Here is a typical circuit:
S1 R1 C1 C2 C1-C4: .5 uF, 400 V
H o----o/ o--+--/\/\--------||---+--------||---------+ D1-D5: 1N4007
| 25K D1 | D2 D3 | D4
| +---|>|---+---|>|---+---|>|---+---|>|---+
+-+ | C3 | C4 |
AC Line |o| FL1 +---+----||----+----+---+----)|----+----+--o +
+-+ Lamp | | R3 | | R4 | 500 to
| | +---/\/\---+ +---/\/\---+ 600 V
| R2 | 10M 10M to grid
N o----------+--/\/\---+------------------------------------------o -
25K
This is just a line powered voltage quadrupler. R1 and R2 provide current
limiting when the strike occurs (and should someone come in contact with the
grid). The lamp, FL1, includes the fluorescent bulb, ballast, and starter (if
required). Devices designed for jumbo size bugs (or small rodents) may use
slightly larger capacitors!

