22 guage wire from an electrical company in Midland.  I dropped in and asked.  The guy behind the counter let me take a whole spool of wire home.  I wound my secondary, and he charged me by mass.  Cost: $4.  Score! (It was 4 years ago, and I forget the store name, but it had "electric" in it)
Light dimmer switch (for old coil),  PVC, dryer ducting, copper fittings, and .25" copper tubing from Lowe's Home Improvement Warehouse.
root beer bottles and aluminum foil from Meijer
MMC caps (polyester) from a guy on the coil ring; he posted a note and I responded. Cost: $25
60mA 15KV Neon Sign Transformer from the France company. Cost: $150-200.

car starter coil from local junk yard. Cost: $5.
1/4" nylon bolts for primary coil spacing, $18 from http://www.fastenal.com/

I bet there are cheaper places out there for plastic bolts.  Let me know if you find one!