You can learn how to build your own Tesla coil by visiting The Tesla Coil Design, Construction and Operation Guide.
If you're going to build a Tesla coil, save yourself a lot of work by using TeslaMap - Tesla Coil Design Program.
You can find the original Electrical Experimenters Magazines archived at electricalexperimenter.com.
This page at tfcbooks.com has My Inventions in different formats, including PDF.
You can find more information about My Inventions on the My Inventions: The Autobiography of Nikola Tesla wikipedia page.
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