I found a bunch of Video's on YouTube to make small Tesla coils, some that play music etc. Using a standard empty roll of toilet paper roll, wrap a small wire around it about 276 turns the amount of turns don't matter a whole lot fill it up as much as you can.

The coil will slide around the center part, insert a wire in the perimeter holes, and connect the circuit.

The videos they show how this thing works seem to be phony, I did get one attempt to work actually, but kept smoking the transistor. a weak battery would probably be better for this project.. not sure but it did work well once

Dec 30 2016 Update
I've successfully got the coil to operate at very low voltages, not enough to light up a lamp, but enough to see 7V-p-p on a 5 Volt supply using a 2n3904 Transistor and using the base of the secondary as feedback to the transistor base, and a direct 5Volt across the primary coil via the collector-emiter on the transistor. I did have to get the frequency started with a 555 timmer setup as a pulse generator ar 4kz, the coil jumps up to about 5Mhz once it ramps up and you can visually see the voltage across the Collector ramp up to 7 volts with the oscilloscope. NOTE THE SECONDARY IS USELESS IN THIS CONFIGURATION, I ended up wraping two turns of 24AWG phone wire for the primary half way up the coil, it's where I got max feedback and and highest junction voltage. I'll make a youtube video one day