There are electronic devises - Tesla coils and whatnot - that are capable of making fulgurite, but they're dangerous, and need to be handled with extreme care. A safer experiment to do might be to go to the top of a mountain peak and sieve the sand and see if you can find any fulgerite tubes within it, and then compare that to a lowland basin. That would allow you to sample the stuff without actually having to deal with the electricity. Still, I would suggest a little less of a high-energy project.