The first thing on the left in series with a resistor (LP1) is supposed to be a 
neon light bulb.  The other 2 things (J1 & J2) are wall outlets so I can plug in 
other things (like a rotary spark gap).

I did not include filter caps as you mentioned because I don't have any with a 
high enough voltage rating.  If you think it is necessary for the protection of 
the main transformers, I will get them.  My past experience (with a lower power 
system) has been that big enough inductors and a nice safety gap seems to work 
pretty well.  What do you think?