You can do all kinds of fun experiments with a Tesla coil. With this Micro Spectrum Discharge Tube set with noble gases, you will be able to see how different elements glow around a Tesla coil. This set comes with He Ne Ar Kr Xe tubes measuring 80mm long and 12mm in diameter.
You can find a bunch of other versions on eBay for your experiments. Depending on the size, they could cost you around $10 each.