I just posted at www.diyPhysics.com detailed instructions on the construction of a 250 kV DC high-voltage power supply. Although my hack for switching the polarity (referenced to ground) is simple, I am very surprised that I’ve never seen it elsewhere!
The hack consists of adding one more capacitor to the Cockroft-Walton multiplier so that it can be used to produce either a positive or a negative output referenced to ground. The post is at:
UPDATE 2/10/2012: Please see the following two posts for additional information on building the resonant transformer driver, as well as on winding the primary for the flyback transformer: