The folk at arcattack.com know what electricity is really for. As their site explains it,Tesla coils:
“… produce an electrical arc similar to a continuous lightning bolt which put out a crisply distorted square wave sound reminiscent of the early days of synthesizers.”
Which means you can play tunes on them. Like this guy, getting lightly grilled (about 45 seconds in) to the strains of the Imperial March.
Thanks to Major Clanger for the info.