I bought a "yard of taffy" in a tube for x-mas one year and saved the clear plastic tube it came in for a project; this probably would be what you are looking for. You might try looking in home furnishing stores for decor-related items that come in a sleeve, but unfortunately the only things that spring to mind are things like x-mas ornaments (I've seen clear plastic tubes with 6-9 ornaments in them at places like Target, but only at x-mas time). Maybe check out places like Home Goods, Marshalls, Michaels, Hobby Lobby, and Tuesday Morning for any decor items in sleeves? But you'd have to pay whatever the actual items cost just to get the packaging!
If you could go with thinner diameter, you might check out something like these:
Florescent tube protectors (sacrifice the OD for cheap price)
http://www.frontierlighting.com/ind...698_a_7c1037&gclid=CPX6tqrz5rUCFXCRPAodxDkAdw
Packaging tubes (OD is 5" x 4' lengths, so they would be pretty good, but expensive at 7 tubes per box right at $100)
http://store.visipak.com/3-16-x-4-Medium-Wall-Round-Clear-Plastic-Tube.html
Small, not exactly what you're looking for, but might be doable just for the price (set of 8 at $3.25 or 90 for $22.50) If you have a steady hand, might be able to hot glue them together or even use some steampunk type of connectors that might look retro and work with your Jacob's Ladder.
This is the only site so far that I personally know and trust also (all other links are buy at your own risk since I know nothing about them)
http://www.sciplus.com/p/TUBES_45710