Attempting to do so without a reasonable background in electronics to where you understand the underlying principals is even harder. This constraint is largely due to having limited storage space in my house, but also forces me to use a neat and compact layout. If you want to see what a Tesla coil does or why I do this, look here first. A chronology of what I've tried, what works, and what didn't. Gap An all-natural alternative.
Pspice simulations reveal some unexpected things.
My personal list of parts sources.