I built my own from Radio Shack, also. All of those clips are just for those who don't have a soldering iron. If you have a soldering iron and the where-with-all to use it, you won't need all of the clips.
I used some wire and clips and cut off some copper pipe to hold onto, but after the first time I ran out to the local computer store and got some wrist band grounding clips and clipped them on the zapper posts so I can at least do something while I am zapping.
My only problem with zapping is getting some kind of definitive result.