montalk - buying on Ebay is sometimes tricky. One never knows what one gets unless one looks closely at all the feedback of the sellers.
Now - the equipment you are mentioning - I think you can forget building those...... unless you are experienced and love the trial and error approach. It is way cheaper to bid on Ebay. I am not sure how much spare cash you can afford...... but I think you can earmark about $1500 for all.
To your first: Signal generator. Get a synthesized one from HP like the HP3325A which is a 20MHz Function Generator with sine, square, triangular, positive and negative ramp waveforms. It has linear and log sweep, external AM modulation, phase modulation, DC offset etc. They usually go for around $200 to $275 depending on condition. You can dial/program in 1/100000th of a Hz like 1.012345KHz as an example... all with crystal accuracy. I have two of these.
Re Regulated Power Supplies... look for one that has constant regulated voltage AND current limiting feature.
The 100 to 200KV supplies are there also - but be prepared ....... these are usually very heavy because they are oil filled. I have three I picked up from scrap yards - one a 100KV@10mA and two others 160KV @1mA. I gather each one is more than 300 pounds. You can also build one yourself using High Voltage 20kV+ rectifiers and high voltage capacitors.... in a multipliers ladder configuration.
Oscilloscopes are very cheap. I suggest you look for a good fast mainframe from Tektronix..... the 7000 series. That one takes multiple plug-ins of any sort for any application. The plug-ins are also very cheap. I must have about six or seven of those with plug-ins. These scopes are good for AT LEAST 500MHz.... depending on what time base and vertical plug-ins used. You can have either two or four traces.... again depending on what plug-ins used.
Re a Pulse Generator - there is a wide choice and cheap prices. Minimum requirement should be at least 50MHz. HP and Tek has nice ones. They are less than a 100 bucks. Don't forget a frequency counter! You need that for this unit to see what your pulse frequency is.
One final WARNING! Since you will be or contemplate working with High Voltage, perhaps spark gaps and scalar emissions....... cold energy or other exotic stuff etc - THAT will destroy sensitive electronics!!! All input and output connectors of the equipment has to be plugged with metal caps to keep destructive radiations out. I have a good pile of destroyed equipment... at least a dozen items that did not like either scalar or other exotic flashes...... When it comes to those things - I use the good old vacuum tube equipment with NO solid devices/stuff inside. Tubes are indestructible that way
If you have any further questions - don't hesitate to ask.