Super fun stuff:
The range is short, but a high-powered squirt gun with a conductive electrolyte solution allows you to conduct electricity, certainly enough to stun or, with appropriate settings, shock a heart to stop. Nasty is combined with chemical weapons to assure death and/or incapacitation.
Don't dismiss a laser creating a stream of ionized gas because it doesn't need to be terribly big, and such things are currently being developed.
Otherwise there a host of fun toys on wikipedia, including a shotgun shell with a battery, basically a projectile stun gun.
If the visual is what you're looking for, people have made some crazy stuff with tesla coils that visually shoot lightning. I'm not sure how useful it would be as a weapon, since I'm not an electrical expert. I'm guessing that something with Tesla coils is probably your best bet. I don't think anyone has made a weapon of it. However, Nicolai Tesla claimed to have made a lethal weapon with Tesla coils, although his description sounds more like a particle beam.