The first order of business is to come up with the high voltage itself. When vacuum tubes were common, high voltage power supplies were too. These days, electronics are solid state, and run on low voltage. For a long time, 5 volts was the norm, and now voltages are getting even lower to support both devices with smaller geometry and reducing power consumption and its attendent heat generation. 3.3 volts was popular for a while, and newer devices run on 1.8 volts. In this arena, parts to produce high voltages are uncommon. As I like to share my designs, I'd prefer to use current production parts that other people can obtain fairly easily and cheaply. Happily, there is a current source for high voltage transformers. LCD screens need backlights, and one popular technology for backlights is the "cold cathode fluorescent light" (CCFL). These are long thin tubes that are lit by (aha!) high voltage. Since they're so common, the associated high voltage power supplies and the parts they're built from are also common.
I found a nice design at tubetime that used a CCFL transformer in a lashup using a voltage divider to sample the high voltage, a voltage reference for comparison, an operational amplifer (op-amp) to compare them, and a power transistor to control the CCFL circuitry. I figured I'd breadboard it and see how it performed. The CCFL transformer itself, while common, is still a specialty part. However, complete CCFL modules are, inexplicably, cheaper. Eyeballing the schematic showed that the core of the design was the same lashup used in the CCFL supply. All I had to do was add a rectifier and reservoir capacitor to convert the high voltage AC output to the high voltage DC I wanted, just as was done in the tubetime design. A quick breadboard showed that it worked as desired.
However, the tubetime documentation explained that the design was derived from a Jim Williams application note, so I read it and saw that Williams' original design didn't use an linear analog feedback loop like the tubetime version, but employed a switching voltage regulator chip instead. This was appealing, as it would be both more efficient and have a smaller parts count. The switching regulator chip replaced the voltage reference, op-amp, and power transistor with a single part, and added some nice protection circuitry as a bonus. I decided to build that version. In the process, I modified the CCFL supply slightly by cutting a trace to separate the low voltage ground from the high voltage ground. I did this because the low voltage "ground" wasn't actually ground, but the switching transistor, and I didn't want to ground an 800 volt signal through the low voltage switching power supply transistor.