Tesla Coil Safety.
   Obviously these devices are cool, but they are not suitable for children, or anyone who acts like one (which is why sometimes my parents fear for my safety).  First off, the entire primary circuit is charged with high voltage, and hundreds of amps from them big capacitors.  There are several dangers associated with Tesla coiling, electrocution, radiation, noise, toxic gasses, fire, explosion, and RF interference.

Electrocution:
     this is by far the biggest concern with any high voltage project.  35 mA is enough to stop a human heart if voltage can penetrate (about 35 volts will penetrate human skin, and 10,000 will penetrate just about anything).  One time I had un unfortunant encounter with the sparkgap of my small coil, I am lucky to be alive, my hand tingled for 2 days later.  Knowing this, the peak currents in teh tank capacitors can reach hundreds of amps!  As for the long flowy purple arcs, they are less dangerous, but still not entirely safe to touch.  they are in teh megavolt range, and can have substancially high peak currents, but the RMS current is generally fairly low.  If one is holding a metal rod, TC voltage can be painlessly passed through teh human body, as the frequency is to high for our nervous systems to feel.  if you are using a very low power coil this trick can be done completely safely, because the current density is low due to being spread out throughout your hand and body, but do not try it anyway, please.  also note, because of the high frequency, the voltage can surface trac, or crawl a lot farther that an arc can reach, so you can get zapped touching a insulator quite a few feet away.

Radiation:
     The sparkgap along with grounded arcs are extremely bright, minimize exposure, you may even want to wear sunglasses, there is a lot of ultraviolet radiation from that high current plasma.  I have gotten some reasonably bad flash burn from the spark gap,  so don't be stupid and stare at it. 

Noise:
     Ear protection is an absolute must, remember thunder is loud, and where you have lightning you will have thunder, even if the discharges are artificial.

Toxic Gasses.
     The UV light emmitted by the arc produces ozone and nitrous oxide (O3, and NO2 which are toxic gases) by ripping apart oxygen molecules at the seams and allowing the free radical oxygen to find new partners.  Always use ventilation or work outside.

Fire:
     The Arcs from the coil are hot, thousands of degrees, if they are striking the ceiling or wall, they may catch it fire.  do this simple experiment, put a moist piece of wood on top of your top load, and sit back, relax and watch it burn, then try to tell me striking the wall is safe!

Explosion:
     Ok, some people have reported things like power resisters and capacitors exploding, you must also watch out for the possibility of igniting nearby flammable things (gas, oil, whatever), as you are likely running this in your garage.  You would probably be Ok to strike a can of paint as it is well grounded, but do not try it, it is not worth the risk.

RF interference:
       Please note:  This device does NOT comply with part 15 of FCC rules, as operation is NOT subject to the following two conditions
(1) This device may not cause any interference, and
(2) This devicwe will accept any interference recieved.
knowing this, I sent the FCC an e-mail and asked if it was legal to operate a Tesla coil, and they told me I was fine as long as nobody complained, then I would be held accountable for my interference if I did not fix it.  Here is a copy of that letter.
Dear Sir:
You may build, buy, own and operate a Tesla Coil.

If you build one, make sure that you have adequate filtering on the power cord
to prevent energy getting back into the power main. 
This can usually be done with three 0.1 microfarad caps (one across each of the
three wires) or a good EMI filter for the 120v line.

Generally, Tesla Coils will not create a large sphere of interference as long as
there are no "antennas" attached or where the energy will be coupled to
something that will act like an antenna. The magnetic field falls off as the
inverse cube and is not the problem. It is the accompanying electric field.

Spark gaps are horribly inefficient wide-band generators and were replaced by
the narrow band vacuum tube oscillator.
You are responsible if you do cause interference and are asked to shut it off.
Do not run it for hours on end. Your engineering department should have a
spectrum analyzer that could be used to measure the energy emitted and a
professor or two should be interest and helpful.

The FCC rules for unintentional emitters is in Part 15 of the rules, available
online from a link at wireless.fcc.gov/rules.html
See 15.107 and 15.109.

Thank you for contacting the FCC Consumer Center.



Rep Number            : TSR41
Home, Hobbies, Tesla Coil.
*  Supposedly if a person sticks his head inside the magnetic field of the primary coil, the neurons in his brain fire in sync with the coil.  While this remains to be proven, I wouldn't try it.  Otherwise it is magnetically safe for humans!
Scott Bogard. 2007