Please vote for me for the Halloween Decorations contest.
If you wanted to know why the arc ends up going vertical instead of staying at the same spot, here's an explanation from Wikipedia.
"When high voltage is applied to the gap, a spark forms across the bottom of the wires where they are nearest each other, rapidly changing to an electric arc. Air breaks down at about 30 kV/cm, depending on humidity, temperature, etc. Apart from the anode and cathode voltage drops, the arc behaves almost as a short circuit, drawing as much current as the electrical power supply can deliver, and the heavy load dramatically reduces the voltage across the gap.
The heated ionized air rises, carrying the current path with it. As the trail of ionization gets longer, it becomes more and more unstable, finally breaking. The voltage across the electrodes then rises and the spark re-forms at the bottom of the device."
This Instructable involves the use of High Voltage and if you are not careful, you will be seriously injured or killed! If you are not familiar with working with High Voltage, please DO NOT attempt until you research it and take all necessary safety precautions.
Make sure to keep it away from everyone that views it by placing it in a clear housing or placing it in an area where it can be viewed and NOT touched. We place ours on the roof of a treehouse during Halloween so that its away from everyone that comes through our haunted yard.