Safety. (Boring I know, but you may not live to regret not reading this!)
Making Tesla coils is dangerous!
A combination of Very Large Voltages, Very Large Magnetic fields,
High Currents, Highly Stressed components and a large RF field make building and using tesla coils potentially fatal.
Ensure that you are fully aware of the risks before attempting construction or running Tesla coils.
About the best source for Tesla coil safety information I have seen on the web is to be found at http://www.pupman.com/safety.htm
The information found there, is copied below.