Before you start this project, you may want to consider finding a good transformer. This will likely be the most expensive part of the project and the hardest thing to find. Most transformers today have a built in GFCI circuit, this circuit is designed to shut down the transformer if it senses any unusual fluctuations. These types of transformers are terrible for Tesla Coil use, due to the Coil's sporadic nature. Transformers with a GFCI circuit will have some sort of reset switch and an LED indicator light. There's a website called Info Unlimited that sells very nice ones with no GFCI, that's where I got mine but if you can find one cheaper then go for it.
For this instructable, I will be using a 15kv 60ma transformer from Info Unlimited.