Below are some of the many Tesla Coil web sites.  This is not intended to be an exhaustive list, there are far too many.  But these are the stand-out gems that anyone trying to learn about Tesla Coils MUST see.

http://www.pupman.com/  This is the home of the Tesla coil mailing list.  Anyone interested in learning about the theory and construction of Tesla coils should sign up and subscribe to this mailing list.  Ask anything you like about Tesla coils and chances are good you'll learn more than you want to know.  There is also a search engine that can look through the wealth of previous posts, so try to search the archives, chances are that someone has already asked your question.  Be advised that traffic can be heavy, between 20-50 emails per day.  This is a moderated list; nice behavior and on-topic posts are required.

http://www.hot-streamer.com/  This site is run by Terry Fritz, the moderator of the Pupman Tesla Coil Mailing List.  In addition to hosting web space for a growing number of individual Tesla coil sites, Terry has a HUGE amount of data related to his personal research and construction. 

http://www.richieburnett.co.uk/tesla.shtml  This is Richie Burnette's EXCELLENT Tesla coil web site.  This is, IMHO, the best site for learning the technical in's and out's of how a Tesla Coil really works.

http://j.webring.com/hub?ring=teslaring  This is the Tesla Coil web ring, a collection of 154 or so Tesla coil and  related sites.  There's a lot of really lame sites, but there are the occasional good ones.  Make sure you have your pop-up ad stopper running.

http://www.tb3.com/  Terry Blake III's web site, including his Tesla stuff.  I was particularly impressed with his innovative design for a rotary spark gap without the usual requirement for a disk.  See http://www.tb3.com/tesla/sparkgaps/index.html.