Here is a list of the losses in a Tesla coil I had laying around. I
forget the details but the numbers should be fairly typical. I think this
is an LTR design...
Primary Neon Windings = 29 watts
Secondary Neon Windings = 21 watts
Filter Resistors = 92 watts
Primary Circuit Loss = 490 watts
Secondary Circuit Loss = 17 watts
Power to Arc = 127 watts
Total = 776 watts
Note that almost half the coil's energy is being burned up in the gap.
Capacitor losses and primary coil losses are comparatively low so the gap
is eating power like mad...