While searching for information on pancake coils for the New Mexico State University Superconductor Gravity experiment, I came across a great book:
"High frequency apparatus: its construction and practical application' by Thomas Stanley Curtis
The book was published in 1916 and contains a great deal of detail on how to construct Tesla coils and other high frequency, and typically high voltage apparatus. Nothing is left out of the instructions. Among other things, the book even details how to make your own capacitor from glass plates.