You don't need the huge capacitor. Just get a 12V power supply and an ignition coil. You will get many many kilovolts out of it if you use a MOSFET to switch the primary windings on and off. Just do a google search for ignition coil driver.
Capacitors store energy in a way that the voltage is whatever voltage they were charged to. You can get a huge current as the capacitor is discharged, but the voltage is never higher than what the capacitor was initially charged to.
Inductors (transformers) store energy in a way that the current through them while they are being "charged" will continue to flow after they are disconnected, which creates a huge voltage.
Speakerguy hit it on the head best I think. A capacitor discharged through an ingnition coil is going to provide quiet a burst, but it depends a lot on the series resistance of the primary coil and the super cap itself.