Hi,
I love things like this....I vaguely remember a while back, before the 'Star Wars revival' (ie: episodes I,II etc..) a company was infact claiming a 'real' light saber. Alas, they're all just ccfl tubes with different gases to give the different colours. Either that, or a cheap translucent tube with a bulb in the bottom. Either way, you wave it about, and not only will it break, but the ccfl tubes would smash, throw tiny bits of glass around, and release god knows what gases.
For a HV supply, I would try an inverter from an LCD monitor. They're fairly powerful and provide the 'strike-continuous' voltage for tubes. Plus, on ebay, they're going for a few $$. I imiagine these 'toys' are expensive because the tubes are custom made. Unless you're a good at working with glass/vacuum pumps/gases it'll be difficult to find a suitable tube ready-made.
'www.amazing1.com' are a fairly awesome company, I used to get some HV parts from there, and with some schems, made several bugs, laser snoopers etc... (when I was 12 or so) Although, it has to be said, they don't always live up to their advertising.
Not sure if this will help anyone, but hey, its worth a go,
BuriedCode.