Take one 9V AC Wall Wart, and attach the output leads to the 0-8V taps on a 384V transformer you picked up at a surplus store years ago. Connect the 0-384V taps to a voltage quadrupler network you have fashioned from HV silicon diodes and .05 uF HV capacitors, so bringing the voltage up to around 1.5kV. Don’t attempt to measure the HV directly, but use a voltage divider built from a chain of a few 10MOhm resistors.
So far, so good.
Now take a sheet of 2ft by 4ft perforated metal, and super-glue to it strips of 1″ wide 1/16″ thick insulating plastic, so that the strips are along the edges of the sheet. Do the same to a second sheet of perforated metal and set the pair aside.
Purchase some plastic film for windows, the sort you stick on and then make tight with a hairdryer, cut a 2ft by 1ft piece and tape it to a board. Sprinkle the surface with powdered graphite, and rub it in with cotton balls. Place a couple of pennies on the film and measure the resistance between them, which should be a few hundred kOhms or greater, at which point you can stop rubbing in the graphite, and hoover up the excess.
Apply double sided sticky tape (provided with the plastic window film kit) around the edges of one of the metal sheets, on the insulating strips, and then place the plastic film down against the tape, so securing it. Remove the board, and trim the edges of the plastic film.
Obtain the use of a hairdryer, and carefully blow hot air over the film until it tautens to drum tightness. On the other metal sheet, super-glue a thin metal washer to one edge of the plastic insulating strip, then super-glue the whole sheet down onto the sheet with the plastic film.
Ensuring that the HV supply you made earlier is turned off, attach its +ve terminal to the centre tap of the high impedance winding of an audio tube output transformer, and the -ve terminal via a 20MOhm resistor to the metal washer and so to the plastic film diaphragm sandwiched between the metal sheets. Connect the other taps of the winding, one to each of the metal plates.
Turn on the HV supply, keeping hands well clear, and watch little sparks jump between the plastic and the metal for a while, until the dust has burned off. There should be no sound as yet.
For the moment of truth, attach your MP3 player to an amplifier, and the speaker output of the amplifier to the low impedance winding of the audio transformer.
Music! Clear, transparent, beautiful music. The sound of an electrostatic speaker is startlingly neutral. There is simply no distortion, unlike with normal speakers. The essentially massless diaphragm is especially good at reproducing the upper frequencies.

Just don’t touch *anything* while it’s operating.