I've done this. I won second place at the county level, behind someone who built a dot-matrix printer, and also got a medal from the US Army. Was it safe? No.

I've done this. I won second place at the county level, behind someone who built a dot-matrix printer, and also got a medal from the US Army. Was it safe? No. But it was the late 1970s when things were "looser". I was able to cause a 4' long fluorescent bulb to light up at 15 feet away. And destroyed TV & radio reception for the neighbors while it was running. Being a big fan of Nikola Tesla at the time, my experiment was measuring the wireless delivery of power using an AC voltmeter at various distances. But mostly I built it because it was cool. I used a 15kv neon sign transformer. The capacitor was made from two copper sheets glued to opposite sides of some picture frame glass, which was epoxied into a wooden frame (no metal fasteners allowed!). The spark gap was two threaded rods on a plastic frame so that I could adjust the frequency. The primary coil was bulk sparkplug wire. The secondary was two spools of magnet wire laid down on a 6" diameter PVC drain pipe, with several coats of lacquer sprayed over it (that gave me pneumonia from the fumes). I went through about 3 capacitors before I got a good one because the glass would crack in the family oven when I cured the epoxy.