Some of the precautions I plan are:

1 -  Locate the coil as far from the house as I reasonably can. I equate distance with safety. You know, the inverse square law and whatnot.

2 - Do not use the house service for power. Since I live in the boonies, I have a 5KW 'portable' generator that I can use.

3 - Filter the power lines - Have massive chokes in lines between generator and pole pig, and between Tesla coil primary and pole pig. Must try and control the RF.

4 - Keep observers at a safe distance. Not too much more to say here.

5 - Use key switches on all controls that activate the coil. Don't want anyone saying "Gee, I wonder what this switch does?"

6 - Never work alone. If there is a problem, someone should be there to help or call for help.

There are MANY more precautions. I found a good page here and I shamelessly stole it. Honest, I tried to back trace the link to ask permission but couldn't find a contact. If you know who the contact is, please let me know. Just in case the page is not at its source, look here (at the stolen copy). I seriously doubt if the authors would mind helping to save a few lives by enlightening us to some of the dangers of High Voltage.