The plasma ball is a ball in which you can see storm-like electronic dischange. The dischange changes when you move hand or metal object near the glass ball. Those devices are available in many colours, sizes and with different type of dischange patterns. Those devices are sometimes called plasma diplays, electornic tornados or devils furnaces.
The device consists of glass ball filled with suitable gas (neor, argon etc..). In the center of the glass ball, there is an electrode, which is usually a small metal ball or needle. The power supply is connected to that electrode. Power supply gives high-voltage high frequency alternating current. Normally voltage is around 10kV and frequency about 25kHz. Normally power supply consists of TV flyback transformer-like transformer. There is an article in Radio-Electronics magazine March 1988 issue how to built a suitable power-supply for plasma balls. Commercial plasma ball units cost about $50-200 depending on size and quality. The safest method is buying a ready-made plasma ball.
Because plasmaballs use high voltages the ball itself causes quite noticable electric field around it. THe ball itself is quite good antenna which radiates elecric energy. If you are concerned about electric fields around you the plasma ball is not a toy for you. Because of the large electric field I do not recommend placing it near any other electronic equipment which can pick interference or can be damaged by high voltage surges.
NOTE: The following text tells about experiments which are potentially dangrous and can get you electrocuted if you do something wrong. I strongly discourage you to try any of theose experients I made unless you know the dangers and how to work safely with high voltage circuits.
Take a normal lighbulb with clear glass. Feed high-frequency (few kHz) high voltage (2-10kV) voltage to the center contact of the light bulb through resistor (few megaohm, for safety). Then place a grounding wire to touch the bulb glass (only glass part of the bulb). When you are in the dark room, you can see light blue electronics dischange like in plasma ball, not so good looking.
Do this at your own risk!: If you are sure that the the the current of your power supply is limited to safe value and all high voltage contacs are well insulated, you can also move hand near the bulb and see the electronics dischange coming from center of the bulb to your hand. Quite nice-looking effect like in tesla-coil experiments. Check that everything in your system is safe before you even thinking of experiments like this!
I have tried this system with following configurations (used few 1-5 Mohm current limiting resistors in series for security reasons).
More information about plasma balls can be found from plasma sphere article at http://www.misty.com/~don/plaspher.html.