My father in law gave me one of these for Christmas a few years back. I wrote it off as a toy but it actually works. I found out how well it works when I accidentally touched my thumb against the rails. Holy Moses!!!! All of that from a 9v battery. And an old one at that.

So theory-wise I want to understand this better. It seems that a lot of the voltage is being traded for current somehow. And the rails must alternate pos and neg so your bug (or thumb) can complete the circuit.