The stimulation to the skin comes from the electrodes which plug into the wand, attaching into the transformer's nosecone.  Each electrode can have a different feel and different properties depending upon what level of sensation you desire.

There are many different electrodes that do different things. Most of them are glass tubes that work like neon signs and plasma balls, lighting up and glowing when the violet wand electricity passes through them.  Like plasma balls, the sparks inside the glass tube will follow your touch.  Glass tube electrodes use similar technology and the same gases inside them as plasma balls.  This way, the electrical stream from the violet wand passes through the glass tube electrode and is refined by the properties of the gas tube, causing the sparks to become larger or smaller, spreading out the sensation to dilute it, or concentrating it.    Thus all the different electrodes provide refined sensations, depending upon the type of sensation you desire. 

The most common color of violet wand glass tube is purple, thus giving the violet wand its name, but one North American manufacturer makes them in several colors.  The visual appeal of the beautiful neon colors glowing in the artistic glass tubes is another reason for their popularity.

For example, the electrode on the far bottom right, with the teeth, is called a rake electrode.  It spreads the electrical sensation out across all its teeth, thus allowing the physical sensation to spread out over a larger area.  The phallic-shaped electrode is made for insertion, and makes the output a very fine spray of warming fizzing.  The long slim tube concentrates the sensation into larger single sparks.  Thus every electrode does something different.