My tesla coil is a bit unconventional, as it is hand-held, but it is VERY VERY useful. They can be bought for around $170 (I got a good deal on mine on ebay, about $120)
here it is. Variable from 10kV to 50kV and operates at about 500KHz
I use it for starting hard-to-start gas laser tubes. Mostly argon stuff, but more recently I used to to start a HeCd laser (check out multimedia section for pictures of it)
I wanna try the lightning bolts from your fingertips trick. But I think my Tesla coil runs at 750kHz I don't think that's high enough to be safe but it might be.
I wonder if it really is an air core mini Tesla coil. I've seen some handheld HV probes that are actually flyback transformer circuits.