Some words about safety

Teslacoils are dangerous by nature and the chances are good to make mistakes only once.
So for most people it might be desirable to take some precautions.
The following safety tips should not be taken as a step by step guide but as a thought provoking impulse for anyone who wants to try to build his own TC.

First of all, because this is a widely misunderstood phenomenon:

The skin effect

To make a long story short: Don't trust on skin effect to protect you. There may be people who tell you opposite but if you are a beginner the answer "don't touch anything" is definitely right. The skin effect means that currents of high frequency travel over the surface of conductors. In practice this depends strongly on the meterial of the conductor. With copper this is right and you might want to use copper tubing for your primary rather than massive copper bar. With the human body this is in most cases not right and for a rough calculation for frequencies around 100KHz you may find currents traveling up to 8cm deep from the surface. I would not bet that all vital organs are at least 8cm from your skin. Apart from this fact the high frequency currents can lead to serious burns before you even realize it. You may have cooked yourself without any sensation of pain ( OK, only up to this point ). These injuries take very long to heal if they do at all. So do me a favour and leave the stunts to the pro's.

Danger of electrocution

A tesla coil offers a vast assortment of opportunities to electrocute yourself.

1st: The "normal" supply voltages.

Usually 120 or 240Volts AC with 50 or 60Hz line frequenzy. This 50Hz thing is really bad for your heart and will kill very easily. Although these are the lowest voltages in a TC one should take care to avoid exposed wires or anything else you would not want to have in your living room.

2nd: The primary circuit.

The primary circuit probably poses the biggest thread to your health. During operation here will be tens of thousands of volts present with currents ranging from aproximately 100 to 2000 Amps. This is not like getting zapped, more like blasting off you arm in fractions of a second.
Even if no external power is applied there might be charge left in your primary caps depending on your setup.
Always expect your caps to carry charge before touching them ( yes, even before taking them out of the shelf ). Discharge them safely with a isolating rod and a resistor.

3rd: The secondary circuit

Here is where the streamers come from. Obviously the voltages are very high here and you must not touch the streamers. Under very, very special circumstances this might work and you survive. But even if the streamer travels over your body: It might connect to any other point within striking range. If this opject is house wiring or even you primary coil: U know..get a dustpan.
There is still another chance: when there occure primary strikes while you are in contact with a streamer you are basicaly in direct contact with a several KV AC line. Think of a streamer as a conductive path rather than a flash. There are really great stuntmen around there who can do incredible things with a TC's output. These peoples are very specialized experts, not simple nuts as you might think. Experts are on TV, nuts are in the obituaries ;-)

Danger of fires and burns

As there circulates a lot of energy in a TC circuit it is normal that some components can get hot during use. Of course, this problem increases with higher power levels. The most likely component to receive burns from is the spark gap. The electrodes can get very hot even during short runs.
Of course any other components can be a source of burns, too, if things go wrong and something is seriously overstressed. Caps, wiring, transformers are possible candidates.
As well as you can receive burns from a TC it is easily possible to ignite any nearby flammable substances. Make sure that there are no flammable substances around. This does not only apply to wood, paper and similar stuff, but gas tanks ( lawnmower ) or paint thinner. Keep these liquids out of reach. Even if the containers are not directly subjected to a strike, induced currents can still start a fire. Another critical point are wainscoted wall and ceilings. The insulant behind these walls can catch fire without you noticing it before it is too late.
This all leads to two conclusions: Hands of the coil while and imediately after running and hold a fire extinguisher ready!

Danger of explosion

There are several chances that something disintegrates violently. Again rotary spark gaps pose a hazard because one of the flying electrodes might loosen and shoot off pretty much like a bullet. This can be taken literally and any shielding you install has to be bullettproof, lexan can be a choice here. If you do not have any shielding it is always a good idea to align the rotary's disk in a way that any detached pieces can not hit you or bystanders. This is one reason why I would not recommend mounting a rotary gap's disk horizontally. Always use heat resistant material of sufficient strength for your disks.
Another component which can be a problem is the primary capacitor. If not sufficiently rated, the capacitor can heat up. with oil filled types of caps this can lead to a serious pressure buildup inside the caps case. It depends on the case how bad it will be when the case bursts. At best this will you just leave with a destroyed cap and an oil mess. Sometimes the endcaps of the capacitor can fly around and hurt someone or the leaking oil mist can ignite. With the commonly used MMC's this is usually not a problem. They fail very "user friendy" and even can be repaired. At this point I can not remember much other things that are likely to explode but of course there may be others.

Danger from poisonous gases and UV

The spark gap as well as the streamers can generate toxic ozone and nitrogen oxides. In very small amounts this is not too critical. Ozone in small amounts can even be used to sanitise though I would not recomment that with a TC. All these substances can lead to effects ranging from headache to suffocation or toxication. Always make sure your working area is sufficiently ventilated and you do not expose yourself to this atmosphere for too long.
In addition to the toxic gas emission TC's are great at generating ultraviolet light. Especialy the sparc gap is as strong source of UV light, just like an arc welder. Do not watch into the light of a spark gap, you will not feel any pain in the first place but you will notice the negative effects later.
The streamers can ganerate some ultraviolet light, too. But this is usually much less that produced by the spark gap unless you run in the multiple KVA and up range. And if you do so, you probably do not need such a guide anymore, or soon will not need such a guide anymore ;-)

Danger from RF and magnetic fields.

The RF generated by a TC can be of very serious amount and strength. You will probably not win new friends at the FCC or whatever this is in your home country. TC's are basicaly damped wave radio transmitters and are prohibited around the world since the 40th of the last century.
In addition to trouble with any public authorities you might get your neighbour upset when he/she can't watch their favourite show on TV while your TC is running. While this effect vanishes when you shut your TC down there is a chance to irrecoverably destroy electronic equipment. This applies to equipment like TV-sets, computers, sensitive meters and worst of all cardiac pacemakers. You should really avoid people with pacemakers around when running your coil.
Another point is, that the strong RF field can induce currents in nearby metal objects and start fires. The strength of the RF field can be minimized by a good RF ground, so make sure you have one.
If you believe in electromagnetic pullution, a TC is definitely not the right toy for you.

Danger from noise

With increasing power levels the noise produced by a TC can become a real problem. Imagine you run a 10KVA TC and waste only 5% of the energy into noise of the spark gap you have a 500 Watt audio-power source. This means: wear hearing protection every time. This is the same as with the protection from UV light: Use it every time, if you realize it was too loud, probably unrecoverable demage has already occured.
The noise can lead to other problems, too. It may setup your neighbours and call up the police, both things you should try to avoid.

Danger from fellow men

If you are relatively new to coiling, you will observe that people may change their attitude towards you person. They will ask a lot of question like "what does it do" , "what is this good for" and "why do you build these things". Face it: you seem now strange to them and any explanation will not suffice ;-). OK, don't take this too serious, but you would not be the first one to upset your spouse or your neighbours one time too much and end up alone at the police station. Most people are not that deep into electronics to understand what is going on there. Most people fear even small sparks of 1cm.
If they find you standing in the driveway with a strange device that throws massive 3m lightning bolts all around and you having a big grin over your face they are very likely to never talk to you again.
Most problems can be avoided if common sense is used. Invite them to a small demonstration or at least explain them what it is and what it does. In most cases this way most problems can be avoided.