Just getting started

I'm a complete novice whose goal is a working coil by the end of the summer -
right now I am gathering parts.  I have a 15,000 V neon transformer, and
today I went shopping for capacitors, and I found several of the 6,000 Volt
variety on down.  (Where does one shop for such things, you ask?  If anybody
on the list lives in the Hampton Roads, VA, area, check out Grande Junquetion
on VA Beach Blvd.  Great store!)  So my question is: (probably obvious)

  should the capacitor rating match the transformer output, or the Tesla coil
output (whatever that is)?  Can I build a coil with a 15,000 V neon
transformer and three 6000 V capacitors connected in series?

Thanks in advance for your answers.  Sincerely, Aaron Datesman