A dimmer uses a Triac, and therefore its output is not purely sinusoidal. Because of this, the transformer is subjected to a highly distorted waveform with a lot of harmonics. If that's okay for your load side, then this could potentially work, but is not an ideal solution. The high frequency content of the distorted waveform is also hard on the windings of the transformer. It may also be severe enough to hear when standing next to it. As far as the danger of touching 2500V, I wouldn't recommend it. Would you trust the rating of the transformer? What if they're off by a factor of ten? This is a dangerous voltage!
Depends on your funds available. A Variac would do exactly what you want. A Variac will adjust your mains supply right down to 0VAC and in most cases it will actually increase your Mains supply to approx 264VAC, Feed this into your transformer and off you go!
So, variac's ? Can I control the input voltage on the drive H.O.T on tv set without saturating it ? Let's say to put the anode to the cathode to draw an arc ? And what is the danger of radiating myself in the process ?