I've built a few different power supplies for Geiger–Müller Tubes and Photomultipliers Tubes and this one has been the most reliable. http://www.hardhack.org.au/hv_reg_power

The circuit is based around a cheap CCFL inverter module and the common LM2576 3 Amp Adjustable Switchmode Regulator which can be bought over the counter at many electronics stores. The output of the inverter is rectified and filtered and and then feed back into the feedback of pin 4 on the LM2576 through a voltage divider. The output of the LM2576 is then used to supply of the inverter.

The LM2576 maybe seem like over-kill but my aim is to be both accessible and cost effective, and although there are better chips available unless your building a few hundred of these, it would be harder to choose a cheaper and more accessible alternative.