***Super fun stuff:***

The range is short, but a high-powered [squirt gun with a conductive electrolyte solution][2] 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][1] 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][3] 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][4] 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. 

[1]:https://en.wikipedia.org/wiki/Electrolaser
[2]:https://electronics.howstuffworks.com/gadgets/other-gadgets/stun-gun6.htm
[3]:https://en.wikipedia.org/wiki/Electroshock_weapon
[4]:https://www.youtube.com/watch?v=_fTC_Ud_k3U