I've finally been able to set up my physical workbench again after a pause of five years, and have quite a backlog of projects to work on. One future project is to build a 0-1000V DC power supply for trying some of the ideas presented by "Spherics" and "Grumpy".
I've considered buying a used one of Ebay, but anything reasonable seems to be pretty expensive, and very expensive to freight to Australia. Also you miss out on the fun of actually building it yourself if you just buy one.
I've set my minimum spec at 0- 1000V, 50mA. (1100V, 100mA is the ideal goal if it works out that way.) and preferably an all-linear supply.
For the regulator section, I plan to use a floating 723 or similar circuit, but the real problem so far is the input stage. High voltage transformers are quite scarce these days, so I've had to look at other options using easy to get components, like back to back common low voltage mains transformers.
Option 1./ Use 2 back to back transformers, say 230V to 50V then 50V to 230V, followed by a voltage quadrupler stage to give around 1200VDC (not my favorite method due to the very poor regulation out of the multiplier stage, but only uses 2 large transformers.)
Option 2./ Use 4 pairs of back to back transformer say 230V to 30V then 30V to 230V, followed by a full wave bridge, and the four stages operate in series to give around 1280VDC. (This is currently my favorite. The 8 small transformers cost very little, but do come with quite a high loss budget. All the parts are very common and easy to get. It offers the possibility of fine tuning the final output voltage by changing the low voltage taps on one of the transformer pairs.)
Option 3./Use one large 230V to 30V transfomer, and 4 smaller 30V to 230V feeding seperate bridge rectifiers as above. (Down to 5 transformers, and a reduction in transformer losses, but loose the ability to fine tune the output level.)
Option 4./ Strip the secondary off a standard 230 to 30V transformer and rewind it to suit. (It's tempting to go down this path, and if it was not such a high voltage, it is the way I would first choose, but I'm not so keen to wind to the voltage level required.)
Option 5./ Find a used HV transformer and build the unit around it. (Not favoured as an old transformer could fail and then it becomes a real chore to find or wind a replacement.)
Option 6./ Give up trying to keep it all analog and build a switching regulator.
I'll keep working on the options while searching for suitable parts, hoping to get started with the actual construction in a couple of weeks.