To get a bigger spark in your current circuit of a 9V directly into a transformer you should try two things.
1) Use C or D cells instead of a 9V, 9V batteries can't handle the current. Two or three C or D cells in series is a good thing to start with.
2) Put a typical mains filter cap (eg, 0.2-1uF 400V) in series between your battery and transformer and put the pushbutton switch directly across the capacitor. When you let go the button you should get a much bigger spark than without the cap.
You could also try adding a relay to make it spark continuously.
Something like this...
The relay is setup to vibrate and continuously make and break the current flow into the transformer coil.
The 1uf cap causes ringing between itself and the transformer, pushing the voltage up way higher than the transformer is intended for.
I've not actually tried this sort of thing with a relay, but the basic cap+transformer circuit i've used to generate ~1-5mm sparks as a kid.
You can play with the value of the cap across the relay coil to make sure the contacts actually break properly instead of just twitching.
The choice of transformer will change things also, just try lots of ones you have lying around.
Normal mains step down transformers work fine. Your high voltage will come out the 230v side at a few kV.
Try one or two C or D cells as your battery first, a 9v batt wont be able to supply the current.
A heavyduty relay with large heavy contact arms and a large cap across it will vibrate slower than a smaller relay/cap.
So a bigger relay would be better suited to this kinda thing.
I'm not sure how long the relay contacts will last for tho