"OK," you say, "so that was cheaper than the Tesla coil, but it could barely kill a moth! Isn't there some middle ground in both price and lethality?"
Well, if you ever played Quake back in the day, or saw that Arnold Schwarzenegger movie Eraser, you're familiar with railguns. They're basically electric guns that fire a pulse down two conductive rails, carrying a projectile with it at ball-crushing speeds. They have plans to put railguns on board anti-missile satellites and the U.S. Navy is building huge railguns to put on their battle ships. Theirs can fire a seven-pound projectile at a mind-boggling 2,500 meters per second. The projectile doesn't even have explosives in it; at that speed you could put a bowling ball in there and it'd destroy a building.
Obviously yours won't do that, but how big and powerful yours is totally depends entirely on how ambitious you are. You can start small with the poor-man's railgun, called a coil gun. As the instructions at that site point out, all you need is some wire, batteries and capacitors (usually stolen from a camera). You'll have a nifty little hand-held gun that can punch nails into cardboard.
But you want a real, man-sized railgun, right? Again, instructions are everywhere but now you're getting a little more involved in terms of size (you'll need large copper rails) and getting bigger capacitors to provide more juice. Obviously the danger starts to become ridiculous at this point if you don't know what you're doing.
As you become more and more obsessed and/or determined to see your project end in some kind of criminal charges, you can go all-out and build something like this Japanese man did:
As you see, he's got some big-ass capacitors and a railgun that seems like it could punch a respectable-sized hole in a zombie. So on one hand, it appears it could electrocute him and/or explode and kill his neighbors at any moment. On the other hand, you know, railgun.
Ever since Aliens came out, we've all been deathly afraid of Sigourney Weaver. Likewise, most of us have wanted to use one of those giant mechano-loader things that Weaver uses to beat the shit out of the queen alien at the end of the movie, if for no other reason than it might be fun to strap into a giant metal suit and throw cars at buildings.
Now, obviously, (1) yours won't be on that scale and (2) this project requires a little more know-how than the rest. But by now you've gotten bored with your railgun and need to take things to the next level. And it's not as hard as you'd think.
In fact, they hold open competitions where people build powered suits (either pneumatic, electrical or hydraulic) that would let them lift a 650-pound barbell with the power of their robotically-augmented limbs.
The winner spent just over a $1,000 on materials, mostly stuff they found on eBay. Another contestant made a whole exosuit in his garage for about $2,000. And he was a 17 and had only a high school education. If he can do it, you can do it, too! Right?
Well, it may take some time. But at the end of it you'll have a suit that may not be enough to fight off a queen alien, but at least enough to, say, take on Queen Latifah for a round or two.