Stick a couple of old forks in a pickle with the handles pointing away from each other. Split a cut power cord down the middle and attach some alligator clips to the cut-off part. Attach the clips to the forks and put the plug in the wall. If possible, do this at a socket with a switch as to minimize the chance of pain through having greater control of the pickle circuit. After a few seconds of flowing electricity, you'll see the pickle glow yellow-orange between where the forks are stuck in the pickle.
\ <- clips go here ->/
\ /
\ /
\ <- forks -> /
\ /
\ /
| |
,.-...|..-...-..-|..-...,
.' * * '.
' * '
'. * pickle * .'
' .._.._.._..._..._... .'
The pickling process puts a bunch of salt inside the long-gone cucumber. The flame test for sodium happens to be orange--an orange similar to that inside the pickle. The glow from the pickle is a result of the sodium ions' excited electrons. The electricity excites some electrons on the sodium ions, causing them to go to an excited state. Upon the electrons' return to ground state, they release a photon the yellow-orange wavelength. Emission spectra are so neat.
rootbeer277 says re electric pickle - it is very important you mention the voltage you are using. If this is 120V North American power, then 240V European power could be VERY dangerous!