Make sure the wires to the switch are well out of spark range. Always keep an ABC fire extinguisher near you and keep flammable materials and chemicals far away from the coil. It is also a good idea to have another person with you whenever you operate a Tesla coil. That person should know how to safely shut off the coil and can call 911 if there is an accident. It is important to understand the risks involved in operating a Tesla coil and anyone who builds one should learn as much as they can about how to safely operate it.
Tesla coils are fascinating and amazing devices, but they are very dangerous.
Therefore, I discourage most people from building them. For more information of Tesla coil hazards click here for a paper written by several other coilers.