The picture doesnt show a teslacoil ,those bulbs are filled with neon which is for us hobbyists impossible .
Teslacoils can be made by hobbyists although there are a few but's .
The amount of electro magnetic interferance is enormous ,neighbours watching tv (by antenna) or listening radio will hate you .
Especialy when you use a low primary voltage winding it will be a lot of work .
If you build it use a higher frequency because it sparks better
Further i would advice you to be very very carefull ,voltages this high can cause smoking eyebrows and premature death .http://tesladownunder.com/Tesla_coils_intro.htm
This site you can find some info and pictures about teslacoils .
Just keep in mind that while you think oooh this is cool ,your neighbours might get scared shitless .
Good luck and be very very carefull .