I used to build very, very high voltage probes (hundreds of kV) at work. We put lots of identical relatively low-value resistors in series and then measured across the bottom one using a much higher resistance monitoring circuit. This approach compensated for any voltage nonlinearities. If we needed good temporal performance we also tried to locate the resistor chain within the equipment so as to minimise transient effects due to stray capacitances. As with so many things in the field of pulsed power we learnt all this from Charlie Martin's group at Aldermaston
http://www.independent.co.uk/arts-en...n-1085802.html.
Cheers,
GJ