The guys over at afrotech mods came up with this one originally, and when I saw it I had to try it for myself.
The arc is hard to show on video (I made my best attempt below), but it is very impressive to shoot sparks about an eighth inch from your fingertips. Besides tormenting dogs and small children (parents get angry), you can easily charge up objects, as well as light fluorescent light bulbs!
At first I had a large copper plate grounding the shoes, but it made an obnoxious tapping sound when I walked. I eventually replaced it with some bronze screen stapled into place. This gave me the same grounding without the sound.