3V to 500V DC converter
A typical conservative recommendation for boost converters is not to boost by more than a factor of 6 (six) in a single stage.  It's harder to make the feedback loop stable at higher boost factors.  Going from 3V to 500V is a lot more than 6x.
Flyback topology could work.  I've just done a design, which had a 12V to 150V 20W flyback.
Here's an EDN article that describes an HV supply: 1-kV power supply produces a continuous arc (2004).  It has a flyback followed by a diode/capacitor charge-pump multiplier.  LTC1871 is used in the article, but other PWM controllers designed for low side MOSFET (boost, flyback, sepic) can do this job too.
A third possibility is a push-pull converter.
If you want to buy an HV power supply module, you can go to a place like EMCO.

I read this relevant thread here: 5V to 160V DC converter and I have a couple of queries:

Would the LT1073 circuit be suitable for this application.What would be the maximum voltage felt by the LT1073 at the SW1 pin? SW1 pin MAX is mentioned as 50V. Is this independent of the supply voltage?

[N.A.: I think, this question is in the context of figure D1 on page 93 of Linear Tech's app'note 47, which was originally suggested by Zebonaut in 5V to 160V DC thread].

The circuit in the app note is a combination of a boost and a diode/capacitor charge-pump voltage doubler.  The output is of the boost stage is half of the total (give or take a few 0.7V diode drops).  Both stages are controlled by a single outer control loop.  In the original figure, combined output is 90V, so the output of the boost stage is around 45V.  SW1 sees the voltage within it's rating.
Zebonauts post was suggesting to change the feedback resistors so that the combined output is 160V.  In that case SW1 would see 80V.
+1 to the O.P. for noticing the voltage limit on SW1.
Another way of increasing teh output voltage of the aforementioned LT1073 circuit is to add more voltage multiplier stages.  Each stage can add up to 50V the output a voltage (equal to the output voltage of the boost stage).