Practical way to generate 1500V?

Use a cascade.

There are two main choices

a) Villiard aka Cockcroft-Walton aka Greinacher multiplier

Each stage is stacked on the previous stage, so capacitors and diodes only need to be rated at the input voltage, not the output voltage. However the output impedance increases as the number of stages squared.

b) Dickson multiplier

Each stage returns its pump and storage capacitors to ground, so capacitors need to be rated for the output voltage. However the output impedance increases only as the number of stages, so it can use smaller values of capacitance for the same output impedance as the other cascade.

Given a specification for output voltage, output current, and output impedance, you would need to fully design one of each type to determine which will give you the best cost or volume. Very high voltages would naturally favour type (a), but with only 1500V, both types are contenders.

Try researching Geiger counter power supplies. They don't produce 1500 volts but they do lend themselves for modification such as this design: -

Picture from MAXIM website.

As you can see the output stage is a cockcroft walton multiplier so you can add more stages and get more output voltage. Alternatively you build two of these (with fewer added CW stages) and make a bipolar supply that spans +/-750 volts.

The circuit above runs from 5 volts but the principal is the same for any DC supply voltage; you make a (circa) 50 kHz oscillator and amplify it to produce a large peak-to-peak voltage swing then use the CW multiplier to make a larger DC voltage.

More Geiger Muller tube power supply images

There are many companies which will build transformers to your specifications. When building switching power supplies it is more common to use a custom transformer than it is to use an off-the-shelf component.

Books such as Switching Power Supply Design by Abraham Pressman (ISBN: 978-0071482721) and Switchmode Power Supply Handbook by Keith Billings (ISBN: 978-0070053304) go into great depth on how to design custom transformers for switching power supplies.

To prototype your design you can use ferrite cores from companies such as Magnetics, Inc. and Ferroxcube

As for other methods of producing high voltage I would consider a simple boost converter. Properly designed and provisioned for safety, I believe it would also be the smallest and cheapest. (Considering that you can easily buy fast diodes rated >2kV these days)

[Edit]

The reason I would not recommend a voltage multiplier is that the requirement is 1500v * 2mA = 3W. It is unlikely that a voltage multiplier will practically work.